Analyze and predict complex 3D shape deformations using LSTM autoencoders and oriented bounding boxes.
problem Detecting and predicting patterns in sequences of deforming 3D shapes.
method Use LSTM autoencoders to create low-dimensional representations of 3D shapes, incorporating oriented bounding boxes for structural components.
result The method detects patterns in plastic deformation and predicts future states of 3D shapes with improved accuracy.
Agent-based model simulates financial market crashes and identifies key factors.
problem Analyzing and understanding flash crashes in financial markets.
method Agent-based modelling approach with calibrated high-frequency financial simulator.
result Model accurately reproduces historical flash crash events and identifies key factors.
A rise in popularity of Deep Neural Networks (DNNs), attributed to more powerful GPUs and widely available datasets, has seen them being increasingly used within safety-critical domains. One such domain, self-driving, has benefited from significant performance improvements, with millions of miles having been driven wit…
With the rise of self-driving vehicles comes the risk of accidents and the need for higher safety, and protection for pedestrian detection in the following scenarios: imminent crashes, thus the car should crash into an object and avoid the pedestrian, and in the case of road intersections, where it is important for the…
Car following models have been widely applied and made remarkable achievements in traffic engineering. However, the traffic micro-simulation accuracy of car following models in a platoon level, especially during traffic oscillations, still needs to be enhanced. Rather than using traditional individual car following mod…
In this paper we adopted state-of-the-art machine learning algorithms, namely: random forest (RF) and least squares boosting, to model crash data and identify the optimum model to study the impact of narrow lanes on the safety of arterial roads. Using a ten-year crash dataset in four cities in Nebraska, two machine lea…
Each year, around 6 million car accidents occur in the U.S. on average. Road safety features (e.g., concrete barriers, metal crash barriers, rumble strips) play an important role in preventing or mitigating vehicle crashes. Accurate maps of road safety features is an important component of safety management systems for…
This study proposes a framework for human-like autonomous car-following planning based on deep reinforcement learning (deep RL). Historical driving data are fed into a simulation environment where an RL agent learns from trial and error interactions based on a reward function that signals how much the agent deviates fr…
Modeling financial bubbles and crashes with a cubic momentum function.
problem Capturing the micro-level dynamics of investor behavior and panic selling.
method Introducing a cubic function of market momentum to model trend-following and sudden crashes.
result The model successfully replicates complex, nonlinear bubble dynamics.
We discuss the statistical properties of index returns in a financial market just after a major market crash. The observed non-stationary behavior of index returns is characterized in terms of the exceedances over a given threshold. This characterization is analogous to the Omori law originally observed in geophysics. …
Study improves crash rate forecasting in Washington, D.C. using stochastic volatility model.
problem Forecasting crash rates in areas with irregular traffic patterns and exogenous events.
method Adopted a stochastic volatility model to capture heterogeneity and temporal instability.
result The stochastic volatility model outperforms conventional models in forecasting crash rates in Washington, D.C.
A model used for velocity control during car following was proposed based on deep reinforcement learning (RL). To fulfil the multi-objectives of car following, a reward function reflecting driving safety, efficiency, and comfort was constructed. With the reward function, the RL agent learns to control vehicle speed in …
A deterministic trading strategy by a representative investor on a single market asset, which generates complex and realistic returns with its first four moments similar to the empirical values of European stock indices, is used to simulate the effects of financial regulation that either pricks bubbles, props up crashe…
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.
Compute and memory constraints have historically prevented traffic simulation software users from fully utilizing the predictive models underlying them. When calibrating car-following models, particularly, accommodations have included 1) using sensitivity analysis to limit the number of parameters to be calibrated, and…
Study uses RL to simulate realistic market behavior.
problem Traditional market simulators lack realistic dynamic behavior.
method Agent-based simulation with reinforcement learning agents.
result RL agents simulate realistic stylized facts and market behavior.
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.
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.
TRR detects stock portfolio crashes by simulating human reasoning.
problem Detecting stock portfolio crashes with limited historical data.
method Temporal Relational Reasoning (TRR) framework.
result TRR outperforms state-of-the-art techniques in detecting stock portfolio crashes.
We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…
SHIFT simulates realistic financial markets for research and industry.
problem Creating a realistic simulation platform for financial market research.
method Developed a highly realistic financial market simulator with multiple traders and assets.
result Demonstrated that automated agents can produce price processes similar to real markets.
This study analyzes cryptocurrency market crashes using complex network analysis.
problem Identifying and understanding dynamics of cryptocurrency market crashes.
method Complex network analysis of cryptocurrency market during pre-crash, crash, and post-crash periods.
result Network density and clustering coefficient spike during crashes, indicating uninformed panic sell-off.
We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt trading rules based on chronol…
In this empirical paper we show that in the months following a crash there is a distinct connection between the fall of stock prices and the increase in the range of interest rates for a sample of bonds. This variable, which is often referred to as the interest rate spread variable, can be considered as a statistical m…
Reinforcement learning is considered to be a strong AI paradigm which can be used to teach machines through interaction with the environment and learning from their mistakes, but it has not yet been successfully used for automotive applications. There has recently been a revival of interest in the topic, however, drive…
We select the n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We study the ensemble return distribution for each trading day and we find that the symmetry properties of the ensem…
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.
Study shows economic policy uncertainty increases stock market crash risk during pandemic.
problem Impact of economic policy uncertainty on stock market crashes during the pandemic.
method Used GARCH-S model to estimate daily skewness as a proxy for crash risk, analyzed data from US stock market.
result Significantly negative correlation between economic policy uncertainty and stock market crash risk, stronger during pandemic.
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…
This study uses ARM to analyze pedestrian crashes under different lighting conditions.
problem Identifying crash risk factors under varying lighting conditions.
method Applied Association Rules Mining to Louisiana pedestrian crash data.
result Daylight crashes are associated with children, seniors, and older drivers.
Predicts stock market crashes using rational bubble model.
problem Financial market crashes prediction.
method White box model based on rational bubble theory.
result Successfully predicts major crashes in Dow Jones and Bitcoin markets.
Study examines financial market structure changes during the COVID-19 crash using a novel MI approach.
problem Analyzing nonlinear dependencies among major stocks during market crashes.
method Conditional p-threshold mutual information (MI) and Minimum Spanning Tree (MST) framework.
result Financial networks become more integrated during crashes, with increased periphery vulnerability.
This paper uses machine learning to estimate how different types of crashes affect highway traffic.
problem Estimating the heterogeneous causal effects of crashes on highway traffic.
method Neyman-Rubin Causal Model, Conditional Shapley Value Index, Structural Causal Model, Doubly Robust Learning.
result Different types of crashes have varying impacts on traffic, with rear-end crashes causing the most severe congestion.
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…
A kinematics of the motion of a car is reformulated in terms of the theory of gauge potentials (connection on principal bundle). E(2)-connection originates in the no-slipping contact of the car with a road.
This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.
problem Insufficient investigation of RwD crashes under varying lighting conditions.
method Data mining using association rules mining (ARM) on crash database.
result Interesting crash patterns and risk factors identified under different lighting conditions.
Comma.ai's approach to Artificial Intelligence for self-driving cars is based on an agent that learns to clone driver behaviors and plans maneuvers by simulating future events in the road. This paper illustrates one of our research approaches for driving simulation. One where we learn to simulate. Here we investigate v…
Study reveals 2020 stock crashes were mostly endogenous, not exogenous.
problem Identifying the cause of the 2020 global stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze stock market indexes.
result The 2020 stock market crashes were mostly endogenous, driven by systemic instability.
Study finds a phase transition in flash crashes involving large and liquid stocks.
problem Systemic risk and propagation of shocks in high frequency trading.
method In-depth investigation of co-crashes in high frequency trading.
result Large co-crashes involve mostly illiquid stocks, while small crashes involve a mix of liquid and illiquid stocks.
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.
MSCT predicts post-crash traffic speed using causal inference.
problem Time-varying confounding bias in post-crash traffic prediction.
method Marginal Structural Causal Transformer (MSCT) incorporating Marginal Structural Models and balanced loss function.
result MSCT outperforms state-of-the-art models in multi-step-ahead prediction.
Study proposes a machine learning method to predict stock price crashes based on investor sentiment.
problem Predicting stock price crashes due to investor sentiment.
method Minimum covariance determinant methodology and cross-sectional regression analysis.
result The proposed method effectively captures stock price crash risk and is robust across different firm sizes.
We call attention against what seems to a widely held misconception according to which large crashes are the largest events of distributions of price variations with fat tails. We demonstrate on the Dow Jones Industrial index that with high probability the three largest crashes in this century are outliers. This result…
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…
Study reveals the 2020 U.S. stock crash was endogenous, not caused by COVID.
problem Understanding the cause of the 2020 U.S. stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze four major U.S. stock market indexes.
result The 2020 U.S. stock market crash was endogenous, stemming from systemic instability, not COVID.
Study shows COVID-19 increases stock market crash risk in China.
problem Impact of COVID-19 on stock market crash risk in China.
method Estimated conditional skewness using GARCH-S model and constructed fear index from Baidu Index data.
result Conditional skewness reacts negatively to daily growth in total confirmed cases, indicating increased crash risk.
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 work improves deep neural network probability estimation methods.
problem Estimating probabilities from high-dimensional data with inherent uncertainty.
method Investigates and compares methods for probability estimation using deep neural networks, proposing a new method that promotes consistent probabilities.
result The new method outperforms existing approaches on most metrics on simulated and real-world data.