We develop an arbitrage-free deep learning framework for yield curve and bond price forecasting based on the Heath-Jarrow-Morton (HJM) term-structure model and a dynamic Nelson-Siegel parameterization of forward rates. Our approach embeds a no-arbitrage drift restriction into a neural state-space architecture by combining Kalman, extended Kalman, and particle filters with recurrent neural networks (LSTM/CLSTM), and introduces an explicit arbitrage error regularization (AER) term during training. The model is applied to U.S. Treasury and corporate bond data, and its performance is evaluated for both yield-space and price-space predictions at 1-day and 5-day horizons. Empirically, arbitrage regularization leads to its strongest improvements at short maturities, particularly in 5-day-ahead forecasts, increasing market-consistency as measured by bid-ask hit rates and reducing dollar-denominated prediction errors.

Conformal prediction (CP) is a general framework to quantify the predictive uncertainty of machine learning models that uses a set prediction to include the true label with a valid probability. To align the uncertainty measured by CP, confor-mal training methods minimize the size of the prediction sets. A typical way is to use a surrogate indicator function, usually Sigmoid or Gaussian error function. However, these surrogate functions do not have a uniform error bound to the indicator function, leading to uncontrollable learning bounds. In this paper, we propose a simple cost-sensitive conformal training algorithm that does not rely on the indicator approximation mechanism. Specifically, we theoretically show that minimizing the expected size of prediction sets is upper bounded by the expected rank of true labels. To this end, we develop a rank weighting strategy that assigns the weight using the rank of true label on each data sample. Our analysis provably demonstrates the tightness between the proposed weighted objective and the expected size of conformal prediction sets. Extensive experiments verify the validity of our theoretical insights, and superior empirical performance over other con-formal training in terms of predictive efficiency with 21.38% reduction for average prediction set size.

Clustering algorithms have long been the topic of research, representing the more popular side of unsupervised learning. Since clustering analysis is one of the best ways to find some clarity and structure within raw data, this paper explores a novel approach to \textit{k}-means clustering. Here we present a \textit{k}-means clustering algorithm that takes both the within cluster distance (WCD) and the inter cluster distance (ICD) as the distance metric to cluster the data into \emph{k} clusters pre-determined by the Calinski-Harabasz criterion in order to provide a more robust output for the clustering analysis. The idea with this approach is that by including both the measurement metrics, the convergence of the data into their clusters becomes solidified and more robust. We run the algorithm with some synthetically produced data and also some benchmark data sets obtained from the UCI repository. The results show that the convergence of the data into their respective clusters is more accurate by using both WCD and ICD measurement metrics. The algorithm is also better at clustering the outliers into their true clusters as opposed to the traditional \textit{k} means method. We also address some interesting possible research topics that reveal themselves as we answer the questions we initially set out to address.

Node popularity is recognized as a key factor in modeling real-world networks, capturing heterogeneity in connectivity across communities. This concept is equally important in bipartite networks, where nodes in different partitions may exhibit varying popularity patterns, motivating models such as the Two-Way Node Popularity Model (TNPM). Existing methods, such as the Two-Stage Divided Cosine (TSDC) algorithm, provide a scalable estimation approach but may have limitations in terms of accuracy or applicability across different types of networks. In this paper, we develop a computationally efficient and theoretically justified variational expectation-maximization (VEM) framework for the TNPM. We establish label consistency for the estimated community assignments produced by the proposed variational estimator in bipartite networks. Through extensive simulation studies, we show that our method achieves superior estimation accuracy across a range of bipartite as well as undirected networks compared to existing algorithms. Finally, we evaluate our method on real-world bipartite and undirected networks, further demonstrating its practical effectiveness and robustness.

This study proposes a Quantum Fourier Transform (QFT)-enhanced quantum kernel for short-term time-series forecasting. Exogenous predictors are incorporated by convexly fusing feature-specific kernels. For both quantum and classical models, the only tuned quantities are the feature-mixing weights and the KRR ridge α; classical hyperparameters (γ, r, d) are fixed, with the same validation set size for all models. Experiments are conducted on a noiseless simulator (5 qubits; window length L=32). Limitations and ablations are discussed, and paths toward NISQ execution are outlined. Introduction Quantum Machine Learning (QML) is an emerging discipline that combines the principles of quantum physics with traditional machine learning (ML) to exploit the distinctive characteristics of quantum systems, including superposition and entanglement phenomena [1]. This distinction facilitates the expeditious execution of certain tasks [2], such as classification and dimensionality reduction, where QML has demonstrated significant acceleration [3]. QML applications have extended to time-series data, leveraging quantum phenomena to model complex temporal dependencies. The goal is to enhance the results of traditional tasks by performing computations on qubits, which can process data more efficiently than classical bits [4, 5]. For example, Thakkar et al. [6] demonstrated that quantum machine-learning methods could enhance financial forecasting by improving both churn prediction and credit-risk assessment. Likewise, Kea et al. [7] developed a hybrid quantum-classical Long Short-Term Memory (QLSTM) to improve stock-price forecasting by leveraging quantum data encoding and high-dimensional quantum representations.

Pharmaceutical companies have been educating healthcare providers (HCPs) about new medicines and treatments for decades, shaping patterns of care and influencing treatment decisions. Traditionally, these educational conversations happened in person. But as hospitals and clinics have limited in-person visits in recent years, companies have increasingly turned to digital communication [1]. Today, pharmaceutical companies connect with HCPs using many online tools: e-mail, digital advertisements, virtual meetings, and even professional social media platforms [2, 3, 4, 5, 6, 7]. And now, short message service (SMS) text messaging has emerged as a powerful digital tool.

Clinical and genomic models are both used to predict breast cancer outcomes, but they are often combined using simple linear rules that do not account for how their risk scores relate, especially at the extremes. Using the METABRIC breast cancer cohort, we studied whether directly modeling the joint relationship between clinical and genomic machine learning risk scores could improve risk stratification for 5-year cancer-specific mortality. We created a binary 5-year cancer-death outcome and defined two sets of predictors: a clinical set (demographic, tumor, and treatment variables) and a genomic set (gene-expression $z$-scores). We trained several supervised classifiers, such as Random Forest and XGBoost, and used 5-fold cross-validated predicted probabilities as unbiased risk scores. These scores were converted to pseudo-observations on $(0,1)^2$ to fit Gaussian, Clayton, and Gumbel copulas. Clinical models showed good discrimination (AUC 0.783), while genomic models had moderate performance (AUC 0.681). The joint distribution was best captured by a Gaussian copula (bootstrap $p=0.997$), which suggests a symmetric, moderately strong positive relationship. When we grouped patients based on this relationship, Kaplan-Meier curves showed clear differences: patients who were high-risk in both clinical and genomic scores had much poorer survival than those high-risk in only one set. These results show that copula-based fusion works in real-world cohorts and that considering dependencies between scores can better identify patient subgroups with the worst prognosis.

Automated scoring of written constructed responses typically relies on separate models per task, straining computational resources, storage, and maintenance in real-world education settings. We propose UniMoE-Guided, a knowledge-distilled multi-task Mixture-of-Experts (MoE) approach that transfers expertise from multiple task-specific large models (teachers) into a single compact, deployable model (student). The student combines (i) a shared encoder for cross-task representations, (ii) a gated MoE block that balances shared and task-specific processing, and (iii) lightweight task heads. Trained with both ground-truth labels and teacher guidance, the student matches strong task-specific models while being far more efficient to train, store, and deploy. Beyond efficiency, the MoE layer improves transfer and generalization: experts develop reusable skills that boost cross-task performance and enable rapid adaptation to new tasks with minimal additions and tuning. On nine NGSS-aligned science-reasoning tasks (seven for training/evaluation and two held out for adaptation), UniMoE-Guided attains performance comparable to per-task models while using $\sim$6$\times$ less storage than maintaining separate students, and $87\times$ less than the 20B-parameter teacher. The method offers a practical path toward scalable, reliable, and resource-efficient automated scoring for classroom and large-scale assessment systems.

Synthetic tabular data, which are widely used in domains such as healthcare, enterprise operations, and customer analytics, are increasingly evaluated to ensure that they preserve both privacy and utility. While existing evaluation practices typically focus on distributional similarity (e.g., the Kullback-Leibler divergence) or predictive performance (e.g., Train-on-Synthetic-Test-on-Real (TSTR) accuracy), these approaches fail to assess semantic fidelity, that is, whether models trained on synthetic data follow reasoning patterns consistent with those trained on real data. To address this gap, we introduce the SHapley Additive exPlanations (SHAP) Distance, a novel explainability-aware metric that is defined as the cosine distance between the global SHAP attribution vectors derived from classifiers trained on real versus synthetic datasets. By analyzing datasets that span clinical health records with physiological features, enterprise invoice transactions with heterogeneous scales, and telecom churn logs with mixed categorical-numerical attributes, we demonstrate that the SHAP Distance reliably identifies semantic discrepancies that are overlooked by standard statistical and predictive measures. In particular, our results show that the SHAP Distance captures feature importance shifts and underrepresented tail effects that the Kullback-Leibler divergence and Train-on-Synthetic-Test-on-Real accuracy fail to detect. This study positions the SHAP Distance as a practical and discriminative tool for auditing the semantic fidelity of synthetic tabular data, and offers practical guidelines for integrating attribution-based evaluation into future benchmarking pipelines.

Flow Matching has limited ability in achieving one-step generation due to its reliance on learned curved trajectories. Previous studies have attempted to address this limitation by either modifying the coupling distribution to prevent interpolant intersections or introducing consistency and mean-velocity modeling to promote straight trajectory learning. However, these approaches often suffer from discrete approximation errors, training instability, and convergence difficulties. To tackle these issues, in the present work, we propose \textbf{S}traight \textbf{V}ariational \textbf{F}low \textbf{M}atching (\textbf{S-VFM}), which integrates a variational latent code representing the ``generation overview'' into the Flow Matching framework. \textbf{S-VFM} explicitly enforces trajectory straightness, ideally producing linear generation paths. The proposed method achieves competitive performance across three challenge benchmarks and demonstrates advantages in both training and inference efficiency compared with existing methods.