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.
Optimizes portfolios using neural network approximations of asset sensitivities to common drivers.
New formula for portfolio risk management using conditional PDEs.
Optimizes portfolios by identifying causal drivers of diversification.
CPCMs integrate causal drivers for robust portfolio optimization.
Study on BSDEs with random time horizon, focusing on existence and properties.
Study dynamic portfolio choice under rotating drivers, revealing a new geometric structure.
In order to drive safely and efficiently under merging scenarios, autonomous vehicles should be aware of their surroundings and make decisions by interacting with other road participants. Moreover, different strategies should be made when the autonomous vehicle is interacting with drivers having different level of coop…
Advanced driver assistance systems (ADAS) can be significantly improved with effective driver action prediction (DAP). Predicting driver actions early and accurately can help mitigate the effects of potentially unsafe driving behaviors and avoid possible accidents. In this paper, we formulate driver action prediction a…
Vacant taxi drivers' passenger seeking process in a road network generates additional vehicle miles traveled, adding congestion and pollution into the road network and the environment. This paper aims to employ a Markov Decision Process (MDP) to model idle e-hailing drivers' optimal sequential decisions in passenger-se…
The potential positive impact of autonomous driving and driver assistance technolo- gies have been a major impetus over the last decade. On the flip side, it has been a challenging problem to analyze the performance of human drivers or autonomous driving agents quantitatively. In this work, we propose a generic method …
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…
TNDE quantifies dynamic gene drivers from single-cell snapshots.
Order dispatching and driver repositioning (also known as fleet management) in the face of spatially and temporally varying supply and demand are central to a ride-sharing platform marketplace. Hand-crafting heuristic solutions that account for the dynamics in these resource allocation problems is difficult, and may be…
In this work, we propose a method for learning driver models that account for variables that cannot be observed directly. When trained on a synthetic dataset, our models are able to learn encodings for vehicle trajectories that distinguish between four distinct classes of driver behavior. Such encodings are learned wit…
Paper proposes personalized climate control for driver comfort.
Driver identification has emerged as a vital research field, where both practitioners and researchers investigate the potential of driver identification to enable a personalized driving experience. Within recent years, a selection of studies have reported that individuals could be perfectly identified based on their dr…
This paper optimizes driver repositioning using MARL and reward design for better service and traffic management.
Study uses LCRN to detect driver distraction from EEG signals.
Paper tackles drowsy driving by learning from weakly labeled car acceleration data.
We formalize causal separation in portfolio theory, deriving a closed-form projected Markowitz solution.
We consider the problem of numerical approximation for forward-backward stochastic differential equations with drivers of quadratic growth (qgFBSDE). To illustrate the significance of qgFBSDE, we discuss a problem of cross hedging of an insurance related financial derivative using correlated assets. For the convergence…
As automotive electronics continue to advance, cars are becoming more and more reliant on sensors to perform everyday driving operations. These sensors are omnipresent and help the car navigate, reduce accidents, and provide comfortable rides. However, they can also be used to learn about the drivers themselves. In thi…
Affective states have a critical role in driving performance and safety. They can degrade driver situation awareness and negatively impact cognitive processes, severely diminishing road safety. Therefore, detecting and assessing drivers' affective states is crucial in order to help improve the driving experience, and i…
Understanding and modeling human driver behavior is crucial for advanced vehicle development. However, unique driving styles, inconsistent behavior, and complex decision processes render it a challenging task, and existing approaches often lack variability or robustness. To approach this problem, we propose Probabilist…
Urban traffic systems worldwide are suffering from severe traffic safety problems. Traffic safety is affected by many complex factors, and heavily related to all drivers' behaviors involved in traffic system. Drivers with aggressive driving behaviors increase the risk of traffic accidents. In order to manage the safety…
Through deep learning and computer vision techniques, driving manoeuvres can be predicted accurately a few seconds in advance. Even though adapting a learned model to new drivers and different vehicles is key for robust driver-assistance systems, this problem has received little attention so far. This work proposes to …
Develops geometric BSDEs for modeling dynamic return risk measures.
Bitcoin's price direction is better predicted without additional drivers during high volatility.
Modeling driver trajectories using inverse reinforcement learning and random utility.
AI helps Vancouver identify where off-street parking saves time and space.
We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.
New model identifies anticyclonic patterns causing drought and heat.
In this paper, we study a class of Anticipated Backward Stochastic Differential Equations (ABSDE) with jumps. The solution of the ABSDE is a triple where is a semimartingale, and are the diffusion and jump coefficients. We allow the driver of the ABSDE to have linear growth on the uniform norm of …
The World Health Organization (WHO) reported 1.25 million deaths yearly due to road traffic accidents worldwide and the number has been continuously increasing over the last few years. Nearly fifth of these accidents are caused by distracted drivers. Existing work of distracted driver detection is concerned with a smal…
Methodology measures financial impacts using existing credit loss infrastructure.
New machine learning model identifies key drivers of market troughs.
Improved risk assessment for UBI using telematics data and AdaBoost.
A rapid pattern-recognition approach to characterize driver's curve-negotiating behavior is proposed. To shorten the recognition time and improve the recognition of driving styles, a k-means clustering-based support vector machine ( kMC-SVM) method is developed and used for classifying drivers into two types: aggressiv…
MIDAS learns to adaptively control other cars in urban driving scenarios.
FCPCA fuzzy clusters high-dimensional time series data efficiently.
Driver vigilance estimation is an important task for transportation safety. Wearable and portable brain-computer interface devices provide a powerful means for real-time monitoring of the vigilance level of drivers to help with avoiding distracted or impaired driving. In this paper, we propose a novel multimodal archit…
We consider the role of unobservables, such as differences in search frictions, reservation wages, and productivities for the explanation of wage differentials between migrants and natives. We disentangle these by estimating an empirical general equilibrium search model with on-the-job search due to Bontemps, Robin, an…
Autonomous terrestrial vehicles must be capable of perceiving traffic lights and recognizing their current states to share the streets with human drivers. Most of the time, human drivers can easily identify the relevant traffic lights. To deal with this issue, a common solution for autonomous cars is to integrate recog…
We first study an optimal stopping problem in which a player (an agent) uses a discrete stopping time in order to stop optimally a payoff process whose risk is evaluated by a (non-linear) -expectation. We then consider a non-zero-sum game on discrete stopping times with two agents who aim at minimizing their respect…
Detecting the intention of drivers is an essential task in self-driving, necessary to anticipate sudden events like lane changes and stops. Turn signals and emergency flashers communicate such intentions, providing seconds of potentially critical reaction time. In this paper, we propose to detect these signals in video…
This study investigates the potential effects of different Dynamic Message Signs (DMSs) on driver behavior using a full-scale high-fidelity driving simulator. Different DMSs are categorized by their content, structure, and type of messages. A random forest algorithm is used for three separate behavioral analyses; a rou…
In the over-the-counter market in derivatives, we sometimes see large numbers of traders taking the same position and risk. When there is this kind of concentration in the market, the position impacts the pricings of all other derivatives and changes the behaviour of the underlying volatility in a nonlinear way. We mod…
Robust fuzzy clustering for EEG driver alertness with outlier detection.