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48 results for Art Movements

Framework infers coordination strategies from movement data.

problem Inferring individual movement strategies from group data.
method Formalizes Coordination Strategy Inference Problem; provides methodology to infer strategies.
result Framework accurately infers strategies in simulated and real-world datasets.

Taureau uses Twitter sentiment analysis to predict stock market movement.

problem Predicting stock market movement using public opinion on Twitter.
method Obtained historical tweets, filtered and labeled, generated word embeddings, assessed sentiment scores, correlated with stock price movement, designed and evaluated predictive model.
result Taureau can predict stock price movement from lagged sentiment scores.

This paper improves traffic actor movement predictions using GANs and a differentiable rasterizer.

problem Predicting future movements of traffic actors for safe autonomous driving.
method A novel raster-based conditional GAN architecture with a differentiable rasterizer.
result The proposed method outperforms state-of-the-art GAN-based baselines.

ChatGPT struggles in predicting stock movements, underperforming traditional methods.

problem Predicting stock market movements using ChatGPT.
method Zero-shot analysis of ChatGPT's multimodal stock prediction capabilities.
result ChatGPT underperforms traditional methods and state-of-the-art models in predicting stock movements.

Wearable smart suit tracks infant movements with high accuracy.

problem Early detection of atypical motor development in infants.
method Developed a multi-sensor smart suit for data collection, trained a deep CNN algorithm for automatic posture and movement classification.
result Setup achieves human equivalent accuracy in infant posture and movement classification.

Paper reduces movement primitive dimensionality in parameter space.

problem High dimensionality of movement primitives makes policy optimization expensive.
method Investigates dimensionality reduction in parameter space, identifying principal movements.
result Dimensionality reduction in parameter space is more effective than in configuration space.

New algorithms achieve optimal performance in online convex optimization with strong convexity and squared 2\ell_2 norms.

problem Optimal performance in online convex optimization with specific cost structures.
method Proposed and analyzed new algorithms (G-OBD, R-OBD) with theoretical guarantees.
result G-OBD and R-OBD achieve optimal competitive ratios of O(m1/2)O(m^{-1/2}) under specific conditions.

MDGNN predicts stock prices by capturing multifaceted relations over time.

problem Challenges in predicting stock prices due to dynamic and intricate relations.
method MDGNN uses a discrete dynamic graph and Transformer structure to capture multifaceted relations and temporal evolution.
result MDGNN achieves the best performance in public datasets compared to SOTA methods.

Deep convolutional architecture identifies eye movements for biometric faster and more accurately.

problem Biometric identification of eye movements for authentication.
method Developed a deep convolutional architecture to process raw eye-tracking signals.
result Achieved a lower error rate by one order of magnitude and faster identification time by two orders of magnitude.

Proposes a THGNN for dynamic financial time series prediction.

problem Challenges in predicting stock market price movements.
method Temporal and heterogeneous graph neural network (THGNN) approach.
result Significantly improved prediction performance compared to state-of-the-art methods.

We recast the Calabi flow in DeGiorgi's language of minimizing movements. We establish the long time existence of minimizing movements for K-energy with arbitrary initial condition. Furthermore we establish some a priori regularity of these solutions, and that sufficiently regular minimizing movements are smooth soluti…

2012-08-13abs ↗pdf ↗

Ploutos predicts stock movements with financial LLM, improving interpretability.

problem Combining textual and numerical data for stock prediction and lack of interpretability.
method Proposes Ploutos framework combining PloutosGen and PloutosGPT for interpretable predictions.
result Framework outperforms state-of-the-art methods in prediction accuracy and interpretability.

The study models market price movement based on investors' expectations.

problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.

The study uses financial events to predict stock market movements.

problem Predicting stock market movements using financial events.
method Combined event extraction method, BERT/ALBERT enhanced event representation, and extended hierarchical attention network.
result Significantly better accuracies and higher simulated returns compared to state-of-the-art models.

Paper proves minimizing movements match smooth droplet flow in 3D.

problem Consistency of minimizing movements with smooth mean curvature flow.
method Proved minimizing movements coincide with smooth droplet flow.
result Minimizing movements and smooth mean curvature flow are consistent in 3D.

This research predicts vehicle movements by analyzing their intentions relative to road lanes.

problem Accurately forecasting vehicles' future movements for safe autonomous driving.
method LSTM networks with attention mechanisms applied to spatio-temporal graphs of road lanes.
result The model outperforms other state-of-the-art models in several metrics.

MPANF improves naive forecast by incorporating directional information.

problem Challenging to surpass naive forecast in financial time series.
method Combines naive forecast with movement prediction and accuracy.
result MPANF generally outperforms common benchmarks.

The study introduces a new stickiness parameter for stock prices using a non-linear model.

problem Understanding how closely individual stocks follow a stock index's price movements.
method Developed a non-linear pricing model inspired by tectonic plate movements to measure stickiness.
result Defined a stickiness parameter for stock price returns using a novel model.

Bayesian method infers local rules for collective animal movement.

problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.

NoTMF forecasts sparse urban road movement speeds with nonstationary temporal matrix factorization.

problem Sparse and nonstationary movement speed data from urban roads.
method Nonstationary Temporal Matrix Factorization (NoTMF) model.
result NoTMF outperforms baseline models in forecasting urban road movement speeds.

Cryptocurrency forecasting model considers macro, sentiment, and technical indicators.

problem High price volatility in cryptocurrency markets.
method Dual-prediction mechanism incorporating macroeconomic fluctuations, technical indicators, and individual cryptocurrency price changes.
result The proposed model outperforms ten comparison methods in short-term cryptocurrency forecasting.

New algorithm reduces dynamic regret in time-varying movement costs.

problem Dynamic regret in online convex optimization with time-varying movement costs.
method Introduced a novel algorithm for time-varying movement costs, achieving comparator-adaptive dynamic regret bound.
result Established first comparator-adaptive dynamic regret bound of O~((M2+MPT)(T+tλt))\widetilde{\mathcal{O}}(\sqrt{(M^2+MP_T)(T+\sum_t λ_t)}).

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial training to improve the generalization of a neural network prediction model. The ration…

2018-10-13abs ↗pdf ↗

Alternative proof of weak solutions to mean curvature flow using minimizing movements.

problem Existence of weak solutions to mean curvature flow and volume preserving mean curvature flow.
method Proposes a new existence proof using a minimizing movements scheme and a novel proxy for distance.
result Unconditional convergence towards a De Giorgi solution for the minimizing movements scheme.

The Autoencoder Reconstruction Ratio detects increased asset co-movements.

problem Detecting changes in asset co-movements for risk management.
method Uses a deep sparse denoising autoencoder to measure asset returns with latent variables.
result Lower ARR values indicate periods of market weakness and increased volatility.