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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.

168,738 papers · 148 categories

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3775112149 · Jun 202019922001200920172026
48 results for collective motion

Measures collectivity in financial covariances and correlations to reveal trends and precursors.

problem Capturing collective motion in financial markets to predict trends and precursors.
method Measures collectivity using the largest eigenvalue and average sector collectivity.
result Identifies collective signals around major financial events and captures trends in covariances and correlations.

Collective motion is an intriguing phenomenon, especially considering that it arises from a set of simple rules governing local interactions between individuals. In theoretical models, these rules are normally \emph{assumed} to take a particular form, possibly constrained by heuristic arguments. We propose a new class …

2017-12-04abs ↗pdf ↗

Collective motion of animal groups often undergoes changes due to perturbations. In a topological sense, we describe these changes as switching between low-dimensional embedding manifolds underlying a group of evolving agents. To characterize such manifolds, first we introduce a simple mapping of agents between time-st…

2015-08-12abs ↗pdf ↗

New method separates market motion from stock correlations.

problem Understanding the dynamics of stock correlations relative to market motion.
method Cluster reduced-rank correlation matrices by subtracting the largest eigenvalue.
result Extracted market states are quasi-stationary over long periods.

mmFall detects falls using mmWave radar and a hybrid VRAE, achieving high accuracy.

problem Detecting falls accurately and privately using mmWave radar.
method Uses mmWave radar for body point cloud and centroid, combined with a hybrid VRAE for anomaly detection.
result Achieves 98% fall detection with 2 false alarms out of 50 falls.

Motion planning and control are key problems in a collection of robotic applications including the design of autonomous agile vehicles and of minimalist manipulators. These problems can be accurately formalized within the language of affine connections and of geometric control theory. In this paper we overview recent r…

2002-09-17abs ↗pdf ↗

Paper introduces method to estimate animal motion on unknown submanifolds using Koopman operator.

problem Estimating animal motion on unknown submanifolds in high-dimensional space.
method Data-dependent approximation of Koopman operator in RKHS over ambient space.
result Strong rates of convergence derived for estimates in terms of fill distance.

This paper presents a novel context-based approach for pedestrian motion prediction in crowded, urban intersections, with the additional flexibility of prediction in similar, but new, environments. Previously, Chen et. al. combined Markovian-based and clustering-based approaches to learn motion primitives in a grid-bas…

2018-06-25abs ↗pdf ↗

The paper explores anticipative binary information in financial markets using Brownian motion and Poisson processes.

problem Capturing anticipative information in financial markets with Brownian motion and Poisson processes.
method Using Malliavin calculus and filtration enlargement techniques, the paper computes the semimartingale decomposition of the processes.
result The paper provides the exact value of anticipative information in the pure jump case.

Construct intrinsic Langevin dynamics for rigid inclusions on curved surfaces.

problem Stochastic dynamics of rigid inclusions on curved surfaces.
method Cartan's method of moving frames, Hamiltonian equations, intrinsic Langevin equations, Fokker-Planck equation.
result Extracted overdamped equations for accurate simulations of diffusion processes.

New method uses normalizing flows to improve force fields for coarse-grained molecular dynamics.

problem Lack of reference atomistic forces makes force matching infeasible for MLCG force fields.
method Introduces noise-based kernels adapted to low-data regimes using normalizing flows.
result Flow-based kernels reduce local distortions while preserving global accuracy.

Study reveals subdominant correlations in motorway network dynamics.

problem Understanding correlations between motorway sections for network functionality.
method Spectral analysis of correlation matrix to identify subdominant collectivities.
result Subdominant collectivities affect large parts of the traffic network.

While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods are not amenable to the analysis of such manifolds. This is mainly due to the necessary spectral decomposition step, which limits control over the…

2015-08-13abs ↗pdf ↗

Modeling business cycles via collective risk fluctuations in economic agents' risk space.

problem Understanding and predicting business cycles through economic agents' risk dynamics.
method Continuous numerical risk grades for economic agents, modeling collective economic variables and flows as functions of risk coordinates, deriving equations for their evolution.
result Business and credit cycles are explained as fluctuations of collective economic variables and their mean risks in the risk space of economic agents.

In this report, an automated bartender system was developed for making orders in a bar using hand gestures. The gesture recognition of the system was developed using Machine Learning techniques, where the model was trained to classify gestures using collected data. The final model used in the system reached an average …

2017-05-16abs ↗pdf ↗

In this paper, we develop the continuous time dynamic topic model (cDTM). The cDTM is a dynamic topic model that uses Brownian motion to model the latent topics through a sequential collection of documents, where a "topic" is a pattern of word use that we expect to evolve over the course of the collection. We derive an…

2012-06-13abs ↗pdf ↗

Complex network analysis reveals dominant stocks in financial stock returns correlations.

problem Inferring financial stock returns correlations from complex network analysis.
method Simulated geometric Brownian motion for stocks, complex network analysis, eigenvector centrality, clustering.
result Returns correlation matrix is dominated by stocks with high eigenvector centrality and clustering.

Neural networks model financial data with Lévy processes.

problem Forecasting chaotic financial time series with big jumps.
method Lévy-induced stochastic differential equation network approximated by neural networks.
result The method improves prediction accuracy using non-Gaussian Lévy processes.

Current economic theories miss most of economic dynamics.

problem Accuracy of economic theories and policies depend on economic variables and processes.
method Identify and analyze overlooked economic variables and processes.
result Many economic variables and processes not accounted for in current theories.

We present a simple and fast geometric method for modeling data by a union of affine subspaces. The method begins by forming a collection of local best-fit affine subspaces, i.e., subspaces approximating the data in local neighborhoods. The correct sizes of the local neighborhoods are determined automatically by the Jo…

2010-10-17abs ↗pdf ↗

Introduces Motion Programs for better video analysis of human motion.

problem Current video analysis focuses on raw pixels or keypoints, missing higher-level motion primitives.
method Introduces Motion Programs as a neuro-symbolic representation of motions as a composition of high-level primitives.
result Motion Programs accurately describe diverse human motions and improve downstream tasks.

The problem of automatic identification of physical activities performed by human subjects is referred to as Human Activity Recognition (HAR). There exist several techniques to measure motion characteristics during these physical activities, such as Inertial Measurement Units (IMUs). IMUs have a cornerstone position in…

2019-06-05abs ↗pdf ↗

Unified framework for human motion generation on Riemannian manifolds.

problem Learning valid human motion in Euclidean spaces.
method Riemannian Motion Generation (RMG) on product manifolds, Riemannian flow matching.
result Achieves state-of-the-art FID (0.043) on HumanML3D and surpasses strong baselines on MotionMillion.

Study on determinants of unitary Brownian motion and their asymptotic laws.

problem Understanding determinants of unitary Brownian motion and their behavior over time.
method Using Stiefel fibration and skew-product decomposition of the Stiefel Brownian motion.
result Prove asymptotic laws for determinants of block entries of unitary Brownian motion.

Neural network predicts vessel motions with high accuracy.

problem Real-time prediction of heave and surge motions for improved performance and safety.
method Developed an LSTM-based machine learning model trained on measured waves and motion data.
result The model predicts vessel motions up to 46.5 seconds into the future with an average accuracy of 90%.

We study a distributed framework for stochastic optimization which is inspired by models of collective motion found in nature (e.g., swarming) with mild communication requirements. Specifically, we analyze a scheme in which each one of N>1N > 1 independent threads, implements in a distributed and unsynchronized fashion,…

2018-06-11abs ↗pdf ↗

Let EE be a closed set in the Riemann sphere C^\widehat{\mathbb{C}}. We consider a holomorphic motion φφ of EE over a complex manifold MM, that is, a holomorphic family of injections on EE parametrized by MM. It is known that if MM is the unit disk ΔΔ in the complex plane, then any holomorphic motion of EE ove…

2017-09-22abs ↗pdf ↗

Study cohomological equation for robotic screw motions on SE(3).

problem Understanding obstruction phenomena in robotic rigid-body motion.
method Combining Fourier analysis and Peter-Weyl theory, reduce to finite-dimensional linear transport systems.
result Explicit screw motion illustrates resonance conditions and finite-dimensional obstructions.