Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investments. As a result, accurate volatility prediction receives extensive attention. The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its succeeding variants are well established models for stock volatility forecasting. More recently, deep learning models have gained popularity in volatility prediction as they demonstrated promising accuracy in certain time series prediction tasks. Inspired by Physics-Informed Neural Networks (PINN), we constructed a new, hybrid Deep Learning model that combines the strengths of GARCH with the flexibility of a Long Short-Term Memory (LSTM) Deep Neural Network (DNN), thus capturing and forecasting market volatility more accurately than either class of models are capable of on their own. We refer to this novel model as a GARCH-Informed Neural Network (GINN). When compared to other time series models, GINN showed superior out-of-sample prediction performance in terms of the Coefficient of Determination ($R^2$), Mean Squared Error (MSE), and Mean Absolute Error (MAE).

Transport phenomena (e.g., fluid flows) are governed by time-dependent partial differential equations (PDEs) describing mass, momentum, and energy conservation, and are ubiquitous in many engineering applications. However, deep learning architectures are fundamentally incompatible with the simulation of these PDEs. This paper clearly articulates and then solves this incompatibility. The local-dependency of generic transport PDEs implies that it only involves local information to predict the physical properties at a location in the next time step. However, the deep learning architecture will inevitably increase the scope of information to make such predictions as the number of layers increases, which can cause sluggish convergence and compromise generalizability. This paper aims to solve this problem by proposing a distributed data scoping method with linear time complexity to strictly limit the scope of information to predict the local properties. The numerical experiments over multiple physics show that our data scoping method significantly accelerates training convergence and improves the generalizability of benchmark models on large-scale engineering simulations. Specifically, over the geometries not included in the training data for heat transferring simulation, it can increase the accuracy of Convolutional Neural Networks (CNNs) by 21.7 \% and that of Fourier Neural Operators (FNOs) by 38.5 \% on average.