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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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109219328437 · Jun 202019922001200920172026
48 results for CAR(1) process

Proposes a method for training Bayesian neural networks using synthetic data from Raman and CARS spectra.

problem Limited real observations in Raman and CARS spectroscopy.
method Log-Gaussian Gamma Processes and Bayesian Neural Networks.
result Trained Bayesian neural networks provide accurate estimates of Raman and CARS spectra with uncertainty quantification.

Method verifies if observed data fits Lévy-Driven Ornstein-Uhlenbeck process.

problem Verifying if observed data fits Lévy-Driven Ornstein-Uhlenbeck process.
method Estimating parameters and approximating the driving process to test CAR(1) Lévy-driven hypothesis.
result Demonstrates method's effectiveness through simulations and real data examples.

Ridesourcing platforms like Uber and Didi are getting more and more popular around the world. However, unauthorized ridesourcing activities taking advantages of the sharing economy can greatly impair the healthy development of this emerging industry. As the first step to regulate on-demand ride services and eliminate b…

2017-05-23abs ↗pdf ↗

DASC combines social media and car sensors to improve disaster response.

problem Inconsistent reliability and inconsistent availability of human sensors.
method Hybrid social-car sensing system using game theory, feedback control, and MDP.
result DASC improves detection accuracy and efficiency in disaster response.

Study local sensitivity of HDD and CDD temperature derivatives prices.

problem Understanding how temperature derivatives prices change with small temperature changes.
method Analyzes sensitivity of HDD and CDD futures and options prices to temperature perturbations using a CAR process.
result Identifies the order of the CAR process and its impact on temperature derivatives prices.

In recent years, car makers and tech companies have been racing towards self driving cars. It seems that the main parameter in this race is who will have the first car on the road. The goal of this paper is to add to the equation two additional crucial parameters. The first is standardization of safety assurance --- wh…

2017-08-21abs ↗pdf ↗

We approximate the distribution of total expenditure of a retail company over warranty claims incurred in a fixed period [0, T], say the following quarter. We consider two kinds of warranty policies, namely, the non-renewing free replacement warranty policy and the non-renewing pro-rata warranty policy. Our approximati…

2010-08-05abs ↗pdf ↗

We show that a car, viewed as a nonholonomic system, provides an example of a flat parabolic geometry of type (SO(2,3),P12)({\bf SO}(2,3),P_{12}), where P12P_{12} is a Borel parabolic subgroup in SO(2,3){\bf SO}(2,3). We discuss the relations of this geometry of a car with the geometry of circles in the plane (a low dimensional Lie sph…

2019-08-03abs ↗pdf ↗

We analyze an exhaustive data-set of new-cars monthly sales. The set refers to 10 years of Spanish sales of more than 6500 different car model configurations and a total of 10M sold cars, from January 2007 to January 2017. We find that for those model configurations with a monthly market-share higher than 0.1% the sale…

2017-05-09abs ↗pdf ↗

Deep RL mimics human driving for collision avoidance in self-driving cars.

problem Developing human-like driving policies for autonomous vehicles in mixed traffic environments.
method Model-free, deep reinforcement learning approach using a combination of rule-based and expert-driven data.
result Demonstrated human-like driving policies through Gaussian process modeling of track position and speed distributions.

This paper improves context-aware recommender systems by selecting and incorporating relevant low-dimensional contextual information.

problem Generating accurate recommendations is not enough; contextual information can cause issues like battery drain and privacy.
method Developed a feature-selection algorithm based on genetic algorithms to reduce context dimensions while maintaining explainability.
result The approach improves accuracy and transparency in recommendations, outperforming state-of-the-art models.

Paper tackles drowsy driving by learning from weakly labeled car acceleration data.

problem Lack of labeled data for estimating driver drowsiness.
method Weakly supervised learning, scalable stochastic optimization.
result Algorithm learns from weakly labeled data, outperforming baseline methods.

Convolutional neural networks (CNNs) achieve state-of-the-art performance in a wide variety of tasks in computer vision. However, interpreting CNNs still remains a challenge. This is mainly due to the large number of parameters in these networks. Here, we investigate the role of compression and particularly pruning fil…

2017-11-07abs ↗pdf ↗

Semantic segmentation maps can be used as input to models for maneuvering the controls of a car. However, not all labels may be necessary for making the control decision. One would expect that certain labels such as road lanes or sidewalks would be more critical in comparison with labels for vegetation or buildings whi…

2019-02-11abs ↗pdf ↗

Study tackles imbalanced data in car insurance claims prediction.

problem Predicting rare events (claims) in car insurance with imbalanced data.
method Various machine learning techniques (logistic-regression, decision tree, random forest, xgBoost, feed-forward network) applied to imbalanced dataset.
result Comparison of machine learning algorithms' performance in claim occurrence prediction.

EBM improves car insurance claim severity and frequency prediction while maintaining interpretability.

problem Balancing predictive accuracy and interpretability in insurance claim modeling.
method Combines GAM and cyclic gradient boosting, providing interpretable predictions.
result EBM outperforms benchmark models in claim severity and frequency prediction.

In this paper, we present a framework to control a self-driving car by fusing raw information from RGB images and depth maps. A deep neural network architecture is used for mapping the vision and depth information, respectively, to steering commands. This fusion of information from two sensor sources allows to provide …

2019-02-12abs ↗pdf ↗

Data generated by cars is growing at an unprecedented scale. As cars gradually become part of the Internet of Things (IoT) ecosystem, several stakeholders discover the value of in-vehicle network logs containing the measurements of the multitude of sensors deployed within the car. This wealth of data is also expected t…

2019-10-25abs ↗pdf ↗

Recently, the online car-hailing service, Didi, has emerged as a leader in the sharing economy. Used by passengers and drivers extensive, it becomes increasingly important for the car-hailing service providers to minimize the waiting time of passengers and optimize the vehicle utilization, thus to improve the overall u…

2018-04-06abs ↗pdf ↗

SELD-TCN improves sound event localization and detection efficiency.

problem Efficient sound event localization and detection on embedded hardware.
method Developed a novel temporal convolutional network (TCN) architecture.
result SELD-TCN outperforms state-of-the-art SELDnet on four datasets.

Study systemic risk measures and capital allocation rules, showing commonalities.

problem Systemic risk measures and capital allocation in financial systems.
method Developed a general framework to embed axiomatic and injective capital approaches, introduced Aumann-Shapley CAR.
result Aumann-Shapley CAR provides a universal method for capital allocation regardless of risk measurement.

FunCLBM clusters time series data for autonomous driving validation.

problem Validation of autonomous driving systems using large amounts of data.
method FunCLBM model for co-clustering high-dimensional time series data.
result FunCLBM provides structured partition and clustering views of datasets.

Leasing is a popular channel to market new cars. Pricing a leasing contract is complicated because the leasing rate embodies an expectation of the residual value of the car after contract expiration. To aid lessors in their pricing decisions, the paper develops resale price forecasting models. A peculiarity of the leas…

2017-07-10abs ↗pdf ↗

The paper proposes a method to estimate treatment effects using CAR designs with additional covariates.

problem Estimating distributional treatment effects in CAR designs with additional covariates.
method Flexible distribution regression framework that incorporates additional covariates using machine learning methods.
result The proposed estimator attains the semiparametric efficiency bound for distributional treatment effects under CAR.

New security patch for object tracking in self-driving cars mitigates vulnerabilities.

problem Vulnerability of object tracking in self-driving cars, especially Kalman Filter-based trackers.
method Adaptive strategy to balance focus on observations and predictions based on deviation anomaly index.
result Certified effectiveness against a generalized hijacking attack model.

Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and luck and not of reason! 2. Data for property, automobile sales, marriages and job m…

2002-04-10abs ↗pdf ↗

Model-free reinforcement learning has recently been shown to successfully learn navigation policies from raw sensor data. In this work, we address the problem of learning driving policies for an autonomous agent in a high-fidelity simulator. Building upon recent research that applies deep reinforcement learning to navi…

2019-02-11abs ↗pdf ↗

Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated and solved using the state variable approach. We shall also show how the Gaussian process prior used in LFMs can be equivalently formulated…

2012-02-14abs ↗pdf ↗

This paper studies users' perception regarding a controversial product, namely self-driving (autonomous) cars. To find people's opinion regarding this new technology, we used an annotated Twitter dataset, and extracted the topics in positive and negative tweets using an unsupervised, probabilistic model known as topic …

2018-04-05abs ↗pdf ↗

Deep neural features identify unique vehicles from dash-cam feeds.

problem Identifying unique vehicles in dash-cam feeds for self-driving cars.
method Used pretrained YOLO network feature maps to create deep integrated feature signatures (DIFS) for 700 images of 35 vehicles and 340 images of 17 vehicles.
result Correctly identified unique vehicles at 96.7% for high resolution data and 86.8% for lower resolution data.

Bayesian approach improves car-following model calibration and validation with limited data.

problem Difficulties in calibrating car-following models using limited data for work zones.
method Bayesian programming for data analysis and parameter estimation.
result Bayesian methods enhance model calibration and validation accuracy.