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.
Robust fuzzy clustering for EEG driver alertness with outlier detection.
Detects anomalies in product health metrics at eBay for better alerts.
Driver drowsiness increases crash risk, leading to substantial road trauma each year. Drowsiness detection methods have received considerable attention, but few studies have investigated the implementation of a detection approach on a mobile phone. Phone applications reduce the need for specialised hardware and hence, …
Recreating cyber-attack alert data with a high level of fidelity is challenging due to the intricate interaction between features, non-homogeneity of alerts, and potential for rare yet critical samples. Generative Adversarial Networks (GANs) have been shown to effectively learn complex data distributions with the inten…
Intrusion detection systems (IDSs) generate valuable knowledge about network security, but an abundance of false alarms and a lack of methods to capture the interdependence among alerts hampers their utility for network defense. Here, we explore a graph-based approach for fusing alerts generated by multiple IDSs (e.g.,…
System prioritizes rough sleeper alerts to improve outreach success.
Much work aims to explain a model's prediction on a static input. We consider explanations in a temporal setting where a stateful dynamical model produces a sequence of risk estimates given an input at each time step. When the estimated risk increases, the goal of the explanation is to attribute the increase to a few r…
To assure cyber security of an enterprise, typically SIEM (Security Information and Event Management) system is in place to normalize security event from different preventive technologies and flag alerts. Analysts in the security operation center (SOC) investigate the alerts to decide if it is truly malicious or not. H…
In many contexts, it can be useful for domain experts to understand to what extent predictions made by a machine learning model can be trusted. In particular, estimates of trustworthiness can be useful for fraud analysts who process machine learning-generated alerts of fraudulent transactions. In this work, we present …
Integrates CNN and GRU for precise stock market risk alerts.
In the past years, many new explanation methods have been proposed to achieve interpretability of machine learning predictions. However, the utility of these methods in practical applications has not been researched extensively. In this paper we present the results of a human-grounded evaluation of SHAP, an explanation…
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…
Paper detects social media influencers affecting financial markets.
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…
CPCMs integrate causal drivers for robust portfolio optimization.
Optimizes portfolios using neural network approximations of asset sensitivities to common drivers.
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…
Detects potential depegs in Curve's StableSwap pools to protect LPs.
We present RAPID (Real-time Automated Photometric IDentification), a novel time-series classification tool capable of automatically identifying transients from within a day of the initial alert, to the full lifetime of a light curve. Using a deep recurrent neural network with Gated Recurrent Units (GRUs), we present th…
Study uses LCRN to detect driver distraction from EEG signals.
Simulates patient pathways to detect delayed rare disease diagnoses.
Bitcoin reacts positively to USDT minting but not burning, showing state-dependence.
Paper tackles drowsy driving by learning from weakly labeled car acceleration data.
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…
Social media services such as Twitter are a valuable source of information for decision support systems. Many studies have shown that this also holds for the medical domain, where Twitter is considered a viable tool for public health officials to sift through relevant information for the early detection, management, an…
A large portion of passenger requests is reportedly unserviced, partially due to vacant for-hire drivers' cruising behavior during the passenger seeking process. This paper aims to model the multi-driver repositioning task through a mean field multi-agent reinforcement learning (MARL) approach that captures competition…
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 …
Silence on suspicious stock market patterns persists despite lack of plausible explanations.
Develops geometric BSDEs for modeling dynamic return risk measures.
Study dynamic portfolio choice under rotating drivers, revealing a new geometric structure.
Bitcoin's price direction is better predicted without additional drivers during high volatility.
Deployment of machine learning (ML) algorithms in production for extended periods of time has uncovered new challenges such as monitoring and management of real-time prediction quality of a model in the absence of labels. However, such tracking is imperative to prevent catastrophic business outcomes resulting from inco…
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.
New formula for portfolio risk management using conditional PDEs.
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 …