Generative models of morphogenesis in developmental biology

Understanding the mechanism by which cells coordinate their differentiation and migration is critical to our understanding of many fundamental processes such as wound healing, disease progression, and developmental biology. Mathematical models have been an essential tool for testing and developing our understanding, such as models of cells as soft spherical particles, reaction-diffusion systems that couple cell movement to environmental factors, and multi-scale multi-physics simulations that combine bottom-up rule-based models with continuum laws. However, mathematical models can often be loosely related to data or have so many parameters that model behaviour is weakly constrained. Recent methods in machine learning introduce new means by which models can be derived and deployed. In this review, we discuss examples of mathematical models of aspects of developmental biology, such as cell migration, and how these models can be combined with these recent machine learning methods

Deeper Hedging: A New Agent-based Model for Effective Deep Hedging

We propose the Chiarella-Heston model, a new agent-based model for improving the effectiveness of deep hedging strategies. This model includes momentum traders, fundamental traders, and volatility traders. The volatility traders participate in the market by innovatively following a Heston-style volatility signal. The proposed model generalises both the extended Chiarella model and the Heston stochastic volatility model, and is calibrated to reproduce as many empirical stylized facts as possible. According to the stylised facts distance metric, the proposed model is able to reproduce more realistic financial time series than three baseline models: the extended Chiarella model, the Heston model, and the Geometric Brownian Motion. The proposed model is further validated by the Generalized Subtracted L-divergence metric. With the proposed Chiarella-Heston model, we generate a training dataset to train a deep hedging agent for optimal hedging strategies under various transaction cost levels. The deep hedging agent employs the Deep Deterministic Policy Gradient algorithm and is trained to maximize profits and minimize risks. Our testing results reveal that the deep hedging agent, trained with data generated by our proposed model, outperforms the baseline in most transaction cost levels. Furthermore, the testing process, which is conducted using empirical data, demonstrates the effective performance of the trained deep hedging agent in a realistic trading environment.Comment: Accepted in the 4th ACM International Conference on AI in Finance (ICAIF'23

Graph-informed simulation-based inference for models of active matter

peer reviewedMany collective systems exist in nature far from equilibrium, ranging from cellular sheets up to flocks of birds. These systems reflect a form of active matter, whereby individual material components have internal energy. Under specific parameter regimes, these active systems undergo phase transitions whereby small fluctuations of single components can lead to global changes to the rheology of the system. Simulations and methods from statistical physics are typically used to understand and predict these phase transitions for real-world observations. In this work, we demonstrate that simulation-based inference can be used to robustly infer active matter parameters from system observations. Moreover, we demonstrate that a small number (from one to three) snapshots of the system can be used for parameter inference and that this graph-informed approach outperforms typical metrics such as the average velocity or mean square displacement of the system. Our work highlights that high-level system information is contained within the relational structure of a collective system and that this can be exploited to better couple models to data

Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks

The ability to construct a realistic simulator of financial exchanges, including reproducing the dynamics of the limit order book, can give insight into many counterfactual scenarios, such as a flash crash, a margin call, or changes in macroeconomic outlook. In recent years, agent-based models have been developed that reproduce many features of an exchange, as summarised by a set of stylised facts and statistics. However, the ability to calibrate simulators to a specific period of trading remains an open challenge. In this work, we develop a novel approach to the calibration of market simulators by leveraging recent advances in deep learning, specifically using neural density estimators and embedding networks. We demonstrate that our approach is able to correctly identify high probability parameter sets, both when applied to synthetic and historical data, and without reliance on manually selected or weighted ensembles of stylised facts.Comment: 4th ACM International Conference on AI in Finance (ICAIF 2023

Evolutionary computational platform for the automatic discovery of nanocarriers for cancer treatment

We present the EVONANO platform for the evolution of nanomedicines with application to anti-cancer treatments. Our work aims to decrease both the time and cost required to develop nanoparticle designs. EVONANO includes a simulator to grow tumours, extract representative scenarios, and simulate nanoparticle transport through these scenarios in order to predict nanoparticle distribution. The nanoparticle designs are optimised using machine learning to efficiently find the most effective anti-cancer treatments. We demonstrate EVONANO with two examples optimising the properties of nanoparticles and treatment to selectively kill cancer cells over a range of tumour environments. Our platform shows how in silico models that capture both tumour and tissue-scale dynamics can be combined with machine learning to optimise nanomedicine