Youngsoo Choi

Seung Whan Chung, Youngsoo Choi, Christopher Miller et al.

How can we build surrogate solvers that train on small domains but scale to larger ones without intrusive access to PDE operators? Inspired by the Data-Driven Finite Element Method (DD-FEM) framework for modular data-driven solvers, we propose the Latent Space Element Method (LSEM), an element-based latent surrogate assembly approach in which a learned subdomain ("element") model can be tiled and coupled to form a larger computational domain. Each element is a LaSDI latent ODE surrogate trained from snapshots on a local patch, and neighboring elements are coupled through learned directional interaction terms in latent space, avoiding Schwarz iterations and interface residual evaluations. A smooth window-based blending reconstructs a global field from overlapping element predictions, yielding a scalable assembled latent dynamical system. Experiments on the 1D Burgers and Korteweg-de Vries equations show that LSEM maintains predictive accuracy while scaling to spatial domains larger than those seen in training. LSEM offers an interpretable and extensible route toward foundation-model surrogate solvers built from reusable local models.

Hoyoung Lee, Youngsoo Choi, Yuhee Kwon

Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the difficulty in measuring the utility of qualitative outputs, which LLMs generate as text, have limited their effectiveness in tasks such as financial forecasting. This study addresses these challenges by leveraging daily reports from securities firms to create high-quality contextual information. The reports are segmented into text-based key factors and combined with numerical data, such as price information, to form context sets. By dynamically updating few-shot examples based on the query time, the sets incorporate the latest information, forming a highly relevant set closely aligned with the query point. Additionally, a crafted prompt is designed to assign scores to the key factors, converting qualitative insights into quantitative results. The derived scores undergo a scaling process, transforming them into real-world values that are used for prediction. Our experiments demonstrate that LLMs outperform time-series models in market forecasting, though challenges such as imperfect reproducibility and limited explainability remain.