J. M. Calabuig

S. Sanjuan, D. A. Méndez, R. Arnau et al.

Heat stress is one of the main welfare and productivity problems faced by dairy cattle in Mediterranean climates. In this study, we approach the prediction of the daily shade-seeking count as a non-linear multivariate regression problem and evaluate two soft computing algorithms -- Random Forests and Neural Networks -- trained on high-resolution behavioral and micro-climatic data collected in a commercial farm in Titaguas (Valencia, Spain) during the 2023 summer season. The raw dataset (6907 daytime observations, 5-10 min resolution) includes the number of cows in the shade, ambient temperature and relative humidity. From these we derive three features: current Temperature--Humidity Index (THI), accumulated daytime THI, and mean night-time THI. To evaluate the models' performance a 5-fold cross-validation is also used. Results show that both soft computing models outperform a single Decision Tree baseline. The best Neural Network (3 hidden layers, 16 neurons each, learning rate = 10e-3) reaches an average RMSE of 14.78, while a Random Forest (10 trees, depth = 5) achieves 14.97 and offers best interpretability. Daily error distributions reveal a median RMSE of 13.84 and confirm that predictions deviate less than one hour from observed shade-seeking peaks. These results demonstrate the suitability of soft computing, data-driven approaches embedded in an applied-mathematical feature framework for modeling noisy biological phenomena, demonstrating their value as low-cost, real-time decision-support tools for precision livestock farming under heat-stress conditions.

J. M. Calabuig, H. Falciani, E. A. Sánchez-Pérez

We consider a quasi-metric topological structure for the construction of a new reinforcement learning model in the framework of financial markets. It is based on a Lipschitz type extension of reward functions defined in metric spaces. Specifically, the McShane and Whitney extensions are considered for a reward function which is defined by the total evaluation of the benefits produced by the investment decision at a given time. We define the metric as a linear combination of a Euclidean distance and an angular metric component. All information about the evolution of the system from the beginning of the time interval is used to support the extension of the reward function, but in addition this data set is enriched by adding some artificially produced states. Thus, the main novelty of our method is the way we produce more states -- which we call "dreams" -- to enrich learning. Using some known states of the dynamical system that represents the evolution of the financial market, we use our technique to simulate new states by interpolating real states and introducing some random variables. These new states are used to feed a learning algorithm designed to improve the investment strategy by following a typical reinforcement learning scheme.