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.
Automobile theft detection method uses owner driving data clustering.
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…
Route Choice Models predict the route choices of travelers traversing an urban area. Most of the route choice models link route characteristics of alternative routes to those chosen by the drivers. The models play an important role in prediction of traffic levels on different routes and thus assist in development of ef…
Survey on ML advances for personalized prediction considering entity characteristics.
Proposes a probabilistic model to improve hydrology predictions and trust.
New method identifies drivers from car logs without reverse-engineering CAN protocol.
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 …
This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.
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.
ProMoD models human race drivers with probabilistic movement primitives and neural networks.
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…
Deep RL tackles fleet management and dispatching for ride-sharing platforms.
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.
The paper introduces a new insurance pricing model based on driving mileage.
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…
Scalable method for regionalizing and extracting temporal patterns from time series data.
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…
Machine learning improves beta forecasts, enhancing equity valuation and portfolio performance.
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…
Company mergers and acquisitions are often perceived to act as catalysts for corporate growth in free markets systems: it is conventional wisdom that those activities lead to better and more efficient markets. However, the broad adoption of this perception into corporate strategy is prone to result in a less diverse an…
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.
Driving styles have a great influence on vehicle fuel economy, active safety, and drivability. To recognize driving styles of path-tracking behaviors for different divers, a statistical pattern-recognition method is developed to deal with the uncertainty of driving styles or characteristics based on probability density…
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.
The dearth of prescribing guidelines for physicians is one key driver of the current opioid epidemic in the United States. In this work, we analyze medical and pharmaceutical claims data to draw insights on characteristics of patients who are more prone to adverse outcomes after an initial synthetic opioid prescription…
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.
Paper proposes a capsule attention mechanism for EEG-EOG vigilance estimation.
We use the P&L on a particular class of swaps, representing variance and higher moments for log returns, as estimators in our empirical study on the S&P500 that investigates the factors determining variance and higher-moment risk premia. This class is the discretisation invariant sub-class of swaps with Neuberger's agg…
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…
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…
Study on BSDEs with random time horizon, focusing on existence and properties.
Efficient sequential matching of supply and demand is a problem of interest in many online to offline services. For instance, Uber, Lyft, Grab for matching taxis to customers; Ubereats, Deliveroo, FoodPanda etc for matching restaurants to customers. In these online to offline service problems, individuals who are respo…