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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.

168,742 papers · 148 categories

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16334965 · Jun 202019922001200920172026
48 results for driving behaviour

Automated scoring prioritizes risky driving behavior in telematic auto insurance policies.

problem Identifying risky driving behavior in telematic auto insurance policies using machine learning.
method Bayesian approach using MCMC to model propensity of policyholders to undertake trips resulting in positive classification.
result The approach improves efficiency of human resource allocation in identifying risky driving behavior.

Paper proposes personalized climate control for driver comfort.

problem Limited research on in-vehicle climate control and driver preferences.
method IoT platform for data collection, machine learning for driver behavior recognition, and personalized preference recommendation.
result Prototype demonstrates effective and accurate climate control for driver comfort.

Bank behaviour is important for pricing XVA because it links different counterparties and thus breaks the usual XVA pricing assumption of counterparty independence. Consider a typical case of a bank hedging a client trade via a CCP. On client default the hedge (effects) will be removed (rebalanced). On the other hand, …

2018-03-09abs ↗pdf ↗

The paper uses DNN for electricity price forecasting and XAI for understanding the factors.

problem Complex interactions and dependencies in electricity markets make it hard to understand price dynamics.
method Used DNN for forecasting and XAI (SHAP, Gradient, heatmaps) for understanding factors.
result Introduced novel concepts SSHAP values and SSHAP lines for enhanced representation of high-dimensional tabular models.

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer scientists [17]. This paper gives an idea about the trend analysis of stock mar…

2013-11-19abs ↗pdf ↗

Safe RL for autonomous vehicles using PCPO with trust regions and parallel learners.

problem Unexplainable behaviours and lack of safety guarantees in RL for real vehicles.
method PCPO framework with trust regions and parallel learners.
result Safe learning confirmed for autonomous vehicles with fast convergence.

Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approache…

2014-08-29abs ↗pdf ↗

Study uses FDA to analyze discount functions of different temperaments.

problem Traditional finance models fail to capture individual differences in investment choices.
method Functional Data Analysis (FDA) to investigate temporal discounting behaviors.
result Heterogeneity within each temperament revealed, suggesting diverse investor profiles.

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and states, maximises the influence of an agent on its near future. It has been sho…

2017-10-13abs ↗pdf ↗

We present a simple dynamical model of stock index returns which is grounded on the ability of the Cyclically Adjusted Price Earning (CAPE) valuation ratio devised by Robert Shiller to predict long-horizon performances of the market. More precisely, we discuss a discrete time dynamics in which the return growth depends…

2012-04-23abs ↗pdf ↗

New model predicts dynamic tax evasion with audits and imitation.

problem Static treatment of tax compliance and evasion in Bertotti and Modanese model.
method Piecewise Deterministic Markov Processes (PDMPs) for audits and imitation mechanisms.
result Model shows persistent fluctuations and stationary distribution, not extreme equilibrium.

A novel framework interprets driving patterns using Action phases clustering.

problem Challenges in comprehending driving heterogeneity from underlying behavior mechanisms.
method Resampling and Downsampling Method (RDM) followed by iterative clustering calibration.
result Six driving patterns identified in real-world datasets, revealing dynamic nature of driving.

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.

Semantically understanding complex drivers' encountering behavior, wherein two or multiple vehicles are spatially close to each other, does potentially benefit autonomous car's decision-making design. This paper presents a framework of analyzing various encountering behaviors through decomposing driving encounter data …

2018-07-27abs ↗pdf ↗

Bayesian model identifies three types of travelers adapting to feedback.

problem Capturing adaptive, feedback-driven travel behavior in heterogeneous individuals.
method Latent Class Reinforcement Learning (LCRL) model with Variational Bayes estimation.
result Three distinct traveler classes identified: context-dependent, persistent exploitative, and exploratory.

As automobiles become intelligent, automobile theft methods are evolving intelligently. Therefore automobile theft detection has become a major research challenge. Data-mining, biometrics, and additional authentication methods have been proposed to address automobile theft, in previous studies. Among these methods, dat…

2019-09-19abs ↗pdf ↗

Deep Recurrent Q-Network improves autonomous driving in urban areas with pedestrians.

problem Challenges in urban autonomous driving due to complex road structures and unpredictable pedestrian behavior.
method Combines Deep Q-Network with LSTM for long-term memory, designed a 3-D state representation, and uses a reward function.
result The proposed DRQN-based approach outperforms rule-based methods in dense urban scenarios.

Every time drivers take to the road, and with each mile that they drive, exposes themselves and others to the risk of an accident. Insurance premiums are only weakly linked to mileage, however, and have lump-sum characteristics largely. The result is too much driving, and too many accidents. In this paper, we introduce…

2019-12-17abs ↗pdf ↗

Modeling house prices in Australia reveals supply limitations as the primary driver of extreme trends.

problem Understanding the resilience of Australia's housing prices despite changes in mortgage rates.
method Developed a differential equation model and used modern extreme value techniques on real-world data.
result Without supply increases, a 11% mortgage rate hike is needed to moderate extreme housing costs.

This paper explains double descent in linear neural networks, identifying new factors.

problem Understanding double descent in linear neural networks.
method Gradient flow derivation and necessary conditions for double descent.
result Singular values of input-output covariance matrix are important for double descent in two-layer models.

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…

2018-11-28abs ↗pdf ↗

End-to-end autonomous driving perception learns latent features for better performance.

problem Current autonomous driving systems are complex and require human engineering.
method Sequential latent representation learning for end-to-end perception.
result End-to-end perception model solves detection, tracking, localization, and mapping problems.

This review explores ML and DL techniques for detecting distracted driving across various modalities.

problem Improving detection of complex distraction patterns, especially cognitive distractions.
method Categorizes and evaluates studies based on modality, data accessibility, and methodology.
result Multimodal systems outperform single-modal systems in detecting complex distraction patterns.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.