Deep RL model mimics human car-following behavior with high accuracy.
problem Developing autonomous cars that can follow other vehicles like humans.
method Deep reinforcement learning using historical driving data and reward function.
result DDPGvRT model achieves lower validation errors (18% spacing, 5% speed) compared to other models.
Bayesian approach improves car-following model calibration and validation.
problem Insufficient data and computational constraints limit accurate model calibration.
method Bayesian machine learning and probabilistic programming.
result Unique parameter sets estimated for each driver, outperforming standard approaches.
Wittgenstein's Rule Following evolves datasets by extrapolating structural descriptors.
problem Generating meaningful continuations of evolving datasets.
method Wittgenstein's Rule Following (WRF) uses structural descriptors to extrapolate trajectories and average historical descriptors.
result WRF can generate meaningful continuations of evolving datasets.
Two new plots confirm trend following and risk premia findings.
problem Confirming trend following and risk premia strategies over new data.
method Presenting two additional plots to corroborate findings.
result New data fully corroborates trend following and risk premia findings.
Bayesian method infers ages of 700M Twitter users from follow data.
problem Lack of demographic data on Twitter users.
method Bayesian framework to generalize age information from a few users to the entire network.
result Highly accurate age inference for 700 million Twitter accounts.
Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to acquire followers through normative user behavior, as opposed to the mass following…
Reinforcement learning controls car speed for safe, efficient, and comfortable driving.
problem Safe, efficient, and comfortable car following during autonomous driving.
method Deep reinforcement learning with a reward function for safety, efficiency, and comfort.
result The model reduces dangerous minimum time to collision to 8% of human drivers and maintains efficient headways.
Enhanced trend-following strategy using network momentum for commodity futures.
problem Improving systematic trend-following in commodity futures markets.
method Combines univariate and cross-sectional trend indicators, including network momentum.
result Statistically significant improvements in portfolio performance metrics.
Framework infers coordination strategies from movement data.
problem Inferring individual movement strategies from group data.
method Formalizes Coordination Strategy Inference Problem; provides methodology to infer strategies.
result Framework accurately infers strategies in simulated and real-world datasets.
Users can anticipate follower preferences by balancing feedback exploitation and exploration.
problem How users can anticipate their followers' preferences based on feedback.
method Theoretical analysis and practical algorithms for sequential decision making and utility maximization.
result Users need to balance exploitation and exploration to succeed in anticipating follower preferences.
A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…
Deep Bayesian models estimate causal effects for dynamic treatment regimes over long follow-up times.
problem Challenges in causal effect estimation for dynamic treatment regimes with long follow-up times.
method Combining outcome regression models with deep Bayesian models for high-dimensional features.
result Stable and accurate dynamic causal effect estimation from observational data, especially with long-term follow-up.
Paper introduces LODE-GPs for modeling data following linear ODEs.
problem Modeling data from systems of linear ODEs.
method Symbolic construction of LODE-GPs using Smith normal form algorithms.
result Improves GP modeling of data from systems of linear ODEs.
Study classifies stock price jumps as exogenous or endogenous using news data.
problem Differentiating between exogenous and endogenous price jumps.
method Synchronized news data with order book data to analyze stock price movements.
result Exogenous jumps are abrupt and follow a decaying power-law, while endogenous jumps are progressively accelerating.
Following findings by Ormerod and Mounfield, Wright rises the problem whether a power or an exponential law describes the distribution of occurrences of economic recession periods. In order to clarify the controversy a different set of GDP data is hereby examined. The conclusion about a power law distribution of recess…
Trading styles affect long-run variance of asset prices, increasing under trend-following and decreasing under mean-reverting.
problem Understanding how different trading styles impact the long-run variance of asset prices.
method Probabilistic models designed to capture the direction of trading were used.
result Trading styles increase long-run variance under trend-following and decrease it under mean-reverting conditions.
The distribution of share prices follows Zipf's law, similar to financial indicators.
problem Investigating the distribution of share prices and financial indicators.
method Statistical analysis of data from 8,000 companies over 10 years.
result Share price and financial indicators follow Zipf's law, indicating that corporate value follows Zipf's law.
Bayesian approach improves car-following model calibration and validation with limited data.
problem Difficulties in calibrating car-following models using limited data for work zones.
method Bayesian programming for data analysis and parameter estimation.
result Bayesian methods enhance model calibration and validation accuracy.
Transformers adapted to spherical geometry using space-filling curves.
problem Generalizing transformers to geometric domains like spheres.
method Attention heads following a space-filling curve.
result Introduction of the Spiroformer on a 2-sphere.
We use data on wealth of the richest persons taken from the "rich lists" provided by business magazines like Forbes to verify if upper tails of wealth distributions follow, as often claimed, a power-law behaviour. The data sets used cover the world's richest persons over 1996-2012, the richest Americans over 1988-2012,…
We propose a novel technique to assess functional brain connectivity in EEG/MEG signals. Our method, called Sparsely-Connected Sources Analysis (SCSA), can overcome the problem of volume conduction by modeling neural data innovatively with the following ingredients: (a) the EEG is assumed to be a linear mixture of corr…
Study optimal investment with herd behavior using rational decision decomposition.
problem Optimal investment problem considering herd behavior between two agents.
method Introduce average deviation term, use variational method, rational decision decomposition, investment opinion.
result Quantitative analysis of herd behavior impact on investment decisions.
Develops a new trend power indicator using DSP techniques.
problem Determining the strength and reversibility of trends.
method Derives a novel indicator using digital signal processing.
result Accuracy of the new indicator correlates with PNL performance.
A novel sequence-to-sequence model predicts missing sensor data.
problem Missing sensor data in sequences.
method Formulated a novel sequence-to-sequence model using forward and backward RNNs.
result The model produces the lowest errors in 12% more cases than the current state-of-the-art.
Game theory approach to predicting and responding to interventions based on causal relationships.
problem Optimizing predictions and interventions in response to observational data.
method Prediction-intervention game framework, focusing on invariant subsets of covariates.
result Stable-blanket predictors are optimal for certain follower objectives and under specific conditions.
Surveying machine learning methods for economic forecasting.
problem Improving accuracy of economic forecasts using machine learning.
method Nowcasting, textual data, panel and tensor data, high-dimensional Granger causality tests, time series cross-validation, classification with economic losses.
result Recent advances in machine learning methods enhance economic forecasting accuracy.
Proves stability of spacetime Penrose inequality for spherical symmetric initial data.
problem Stability of the Penrose inequality for spherical symmetric spacetimes.
method Formulated and proved stability statement using spherical symmetry and asymptotically flat initial data.
result Initial data must arise from an isometric embedding into a static spacetime close to Schwarzschild spacetime.
This study examine the difference in the size of avalanches among industries triggered by demand shocks, which can be rephrased by control of the economy or fiscal policy, and by using the production-inventory model and observed data. We obtain the following results. (1) The size of avalanches follows power law. (2) Th…
Ensemble model predicts AD progression from CN status with high accuracy.
problem Early prediction of clinical progression from cognitively normal to mild cognitive impairment or Alzheimer's disease.
method Ensemble survival analysis combining penalized Cox regression, advanced survival models, and aggregation techniques.
result Ensemble model achieved peak C-index of 0.907 and integrated time-dependent AUC of 0.904, outperforming baseline models.
Causal analysis predicts market trends using time series data.
problem Predicting financial market trends using diverse time series data.
method Causal analysis based on lagged Pearson correlation applied to financial metrics.
result Discrimination of causal connections between different types of market data.
A new framework learns cyclic causal graphs from incomplete data.
problem Learning causal models in systems with feedback loops and missing data.
method MissNODAGS framework, alternating imputation and likelihood maximization.
result Improved performance compared to imputation followed by causal learning.
Ormerod and Mounfield analysed GDP data of 17 leading capitalist economies from 1870 to 1994 and concluded that the frequency of the duration of recessions is consistent with a power-law. But in fact the data is consistent with an exponential (Boltzmann-Gibbs) law.
New RL algorithms learn QSE from strategic feedbacks with sample efficiency.
problem Learning QSE in Markov games with strategic feedbacks.
method Proposes sample-efficient algorithms for online and offline settings, combining quantal response model learning and RL.
result Achieves sublinear regret bounds and quantifies model uncertainty.
The aim of this paper is to determine the Value at Risk (VaR) of the portfolio consisting of long positions in foreign currencies on an emerging market. Basing on empirical data we restrict ourselves to the case when the tail parts of distributions of logarithmic returns of these assets follow the power laws and the lo…
In this article we discuss the distribution of asset price movements by the market potential function. From the principle of free energy minimization we analyze two different kinds of market potentials. We obtain a U-shaped potential when market reversion (i.e. contrarian investors) is dominant. On the other hand, if t…
The paper explores how to select data points for optimal learning performance.
problem Optimizing data selection for empirical risk minimizers.
method Fixing a learning rule and focusing on optimizing the training data selection.
result Achieving performance comparable to training on the entire population with a small subset of data points.
We analyze high-resolution foreign exchange data consisting of 20 million data points of USD-JPY for 13 years to report firm statistical laws in distributions and correlations of exchange rate fluctuations. A conditional probability density analysis clearly shows the existence of trend-following movements at time scale…
Improves cancer classification accuracy using Random Projection combined with other methods.
problem Improving classification accuracy of Random Projection for cancer classification.
method Combining Random Projection with Principle Component Analysis, Linear Discriminant Analysis, and Feature Selection.
result FS followed by RP yields a 14.77% increase in classification accuracy on BC-TCGA dataset.
New model identifies causal direction in nonlinear systems with observed data.
problem Identifying causal direction in nonlinear systems with observed data.
method Cascade Nonlinear Additive Noise Model (CNANM) with Variational Auto-Encoder (VAE) estimation.
result Causal direction is identifiable under suitable conditions on data generation.
A new car following model reduces platoon level traffic errors.
problem Enhance traffic micro-simulation accuracy in platoon level traffic.
method Unidirectional interconnected LSTM model structure and scheduled sampling technique.
result The proposed model reduces errors by almost 40% compared to traditional models.
Trend-following strategies outperform in a noisy financial market, mirroring ancient wisdom.
problem Navigating the complex, noisy financial market environment.
method Agent-based model with 10,000 agents representing different trading strategies.
result Trend-following strategies are structurally more robust than mean-reversion strategies.
Study of motion constraints and path-following on 3D space.
problem Path-following with non-holonomic constraints on R3. method Exploration of geometric structure and construction of guiding vector fields.
result General principles for constructing guiding vector fields for path-following.
With a new deprivation (or poverty) function, in this paper, we theoretically study the changes in poverty with respect to the `global' mean and variance of the income distribution using Indian survey data. We show that when the income obeys a log-normal distribution, a rising mean income generally indicates a reductio…
In this paper, we establish existence results for positive solutions to the Lichnerowicz equation of the following type in closed manifolds -Δu=A(x)u^{-p}-B(x)u^{q},\quad in\quad M, where p>1,q>0, and A(x)>0, B(x)≥0 are given smooth functions. Our analysis is based on the global existence of positive solution…
Improved multi-modal emotion recognition using deep learning.
problem Combining acoustic and text modalities for emotion recognition.
method Proposes a deep learning-based approach to fuse text and acoustic data using SincNet for acoustic features and parallel DCNN and Bi-RNN branches for text processing with cross attention.
result Achieves 3.5% improvement in weighted accuracy compared to existing methods.
Study uses RNN for real-time crypto price prediction and trading optimization.
problem High volatility in cryptocurrency markets makes traditional forecasting models unreliable.
method Data collection, preprocessing, model refinement, and backtesting.
result Improved accuracy in real-time crypto price prediction and optimized trading strategies.
Trend following in cryptocurrencies yields high returns, similar to commodities.
problem Investing in cryptocurrencies using trend following strategies.
method A decade of data analysis on cryptocurrency markets and trend following strategies.
result Cryptocurrencies offer strong returns and diversification against traditional equities.
We investigated distributions of short term price trends for high frequency stock market data. A number of trends as a function of their lengths was measured. We found that such a distribution does not fit to results following from an uncorrelated stochastic process. We proposed a simple model with a memory that gives …