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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.

169,051 papers · 148 categories

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1.7%3.4%5.2%6.9% · Dec 200019922001200920182026
48 results for future location

The hippocampal network approximates future locations using Nyström kernel approximations.

problem Learning neural representations for future locations under transition distributions.
method Formally derived neural network based on Nyström kernel approximations.
result The network successfully approximates transition distributions and yields sparse, localized receptive fields.

Paper proposes a deep autoencoder model to detect anomalies in CAV locations.

problem Early detection of anomalies in self-reported vehicle locations for CAVs.
method Unsupervised learning model based on deep autoencoder using vehicle locations and RSSI.
result The proposed model is effective and robust in detecting self-reported location anomalies.

MLM models match or exceed RN in generating wind power time series without location info.

problem Generating accurate long-term wind power time series without location information.
method Applied neural networks to MERRA2 wind speed data with and without location info.
result MLM models produce time series of equal or better quality than RN.

We introduce a local volatility model for the valuation of options on commodity futures by using European vanilla option prices. The corresponding calibration problem is addressed within an online framework, allowing the use of multiple price surfaces. Since uncertainty in the observation of the underlying future price…

2016-02-13abs ↗pdf ↗

Graph-partitioning-based DCRNN improves traffic forecasting for large highways.

problem Challenges in accurately forecasting traffic on large highway networks.
method Graph-partitioning method to decompose large networks into smaller, independent networks.
result Demonstrated improved traffic forecasting on a large California highway network.

Generative model predicts future frames efficiently and at arbitrary points.

problem Slow autoregressive video prediction models and inability to sample non-consecutive frames.
method Introduces a model that generates a latent representation from an arbitrary set of frames, enabling simultaneous and efficient sampling of future frames at arbitrary time-points.
result Substantial gains in speed and functionality without loss in fidelity, demonstrated on synthetic videos and 3D scene reconstruction datasets.

How are economic activities linked to geographic locations? To answer this question, we use a data-driven approach that builds on the information about location, ownership and economic activities of the world's 3,000 largest firms and their almost one million subsidiaries. From this information we generate a bipartite …

2015-12-09abs ↗pdf ↗

Weather derivatives help farmers hedge against crop yield risks.

problem High basis risks in weather derivatives pricing models.
method Machine learning ensemble technique to determine yield-weather relationships; mean-reverting model with local temperature dependence.
result Average temperature is the most significant weather variable affecting maize yield.

MIP framework improves urban flow prediction by adapting to distribution shifts.

problem Distribution shifts in urban flow data make prediction models unreliable.
method Memory-enhanced Invariant Prompt learning with learnable memory bank.
result MIP ensures robust predictions by focusing on invariant features.

Accurately predicting the possible behaviors of traffic participants is an essential capability for future autonomous vehicles. The majority of current researches fix the number of driving intentions by considering only a specific scenario. However, distinct driving environments usually contain various possible driving…

2018-04-10abs ↗pdf ↗

Neural model predicts object states and physical parameters from visual observations.

problem Computational models struggle with physical reasoning and adapting to new environments.
method Visual prior predicts particle-based system from visual observations; inference module refines estimates subject to dynamics constraints.
result Model can infer physical properties within a few observations and adapt to unseen scenarios.

BALLAST optimizes Lagrangian observer placement for ocean vector fields.

problem Optimizing Lagrangian observer placement for time-dependent ocean vector fields.
method Bayesian active learning with look-ahead amendment for sea-drifter trajectories using a physics-informed spatio-temporal Gaussian process surrogate model.
result Noticeable benefits of BALLAST-aided observer placement strategies on synthetic and high-fidelity ocean models.

This paper describes the data collection effort that is part of the project Sprekend Nederland (The Netherlands Talking), and discusses its potential use in Automatic Accent Location. We define Automatic Accent Location as the task to describe the accent of a speaker in terms of the location of the speaker and its hist…

2016-02-08abs ↗pdf ↗

Study evaluates methods for improving model robustness to various real-world distribution shifts.

problem Improving model robustness to real-world distribution shifts like geographic changes.
method Introduced new datasets and evaluated existing methods on four types of shifts (style, blurriness, location, camera operation).
result Data augmentations and larger models can improve robustness on real-world distribution shifts, contrary to prior claims.

We propose a latent self-exciting point process model that describes geographically distributed interactions between pairs of entities. In contrast to most existing approaches that assume fully observable interactions, here we consider a scenario where certain interaction events lack information about participants. Ins…

2013-02-12abs ↗pdf ↗

In this paper we present the Braid Monodromy Type (BMT) of curves and surfaces; past, present and future. The BMT is an invariant that can distinguish between non-isotopic curves; between different families of surfaces of general type; between connected components of moduli space of surfaces and between non symplectmor…

2001-05-21abs ↗pdf ↗

Paper extends Brownian bridge with random length and pinning point for financial modeling.

problem Modeling financial information flow with uncertainty in pinning point.
method Introduced an extension of Brownian bridge with random length and pinning point, derived formulae for conditional expectations.
result The extended Brownian bridge fails to be Markovian if pinning point distribution is absolutely continuous.

Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.

problem Calculating the 1-Wasserstein distance between location-scale distributions and its impact on differential privacy.
method Exact expressions and special functions for 1-Wasserstein distance, new upper bounds, and asymptotic analysis.
result New linear upper bound and detailed asymptotic bounds for Gaussian case, effect of differential privacy studied.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Paper defines new time series equivalence and distances for bushfire analysis.

problem Analyzing structural similarity in time series data during natural disasters.
method Introduces algebraic equivalence relations and LpL^p distances between time series.
result Demonstrates the existence of metrizable topologies on time series equivalence classes.

Study shows one-dimensional location-scale-shape models are flat in Wasserstein geometry.

problem Investigating curvature in location-scale-shape models under Wasserstein metric.
method Introduced location-scale-shape model and investigated its geometry.
result Location-scale-shape model is intrinsically flat but extrinsically curved in Wasserstein geometry.

Arctic coastal morphology is governed by multiple factors, many of which are affected by climatological changes. As the season length for shorefast ice decreases and temperatures warm permafrost soils, coastlines are more susceptible to erosion from storm waves. Such coastal erosion is a concern, since the majority of …

2017-12-04abs ↗pdf ↗

A game theory study on optimal hiding and searching strategies in discrete locations.

problem Optimal hiding and searching strategies in a two-person zero-sum game between a hider and a searcher.
method Proved the existence of optimal strategies, developed an algorithm to compute them, and compared with a simple strategy.
result Optimal hiding strategy involves hiding in each location with nonzero probability, and optimal searching strategy can be constructed with up to n simple sequences.

Deep neural network predicts event ticket prices considering spatial-temporal data sparsity.

problem Predicting future ticket prices from sparse and spatiotemporal data.
method Bi-level optimizing deep neural network with coarsening and refining layers, bi-level loss function.
result Our model outperforms other methods in real-world ticket price prediction.

Paper proposes a method to locate power grid recordings using ENF sequences.

problem Locating power grid recordings without concurrent power signals.
method Extract ENF sequences from power and audio recordings, develop multi-class SVM model.
result Validation of location authenticity of recordings using ENF sequences.

We consider a planning problem where the dynamics and rewards of the environment depend on a hidden static parameter referred to as the context. The objective is to learn a strategy that maximizes the accumulated reward across all contexts. The new model, called Contextual Markov Decision Process (CMDP), can model a cu…

2015-02-08abs ↗pdf ↗

We study the structure of locational marginal prices in day-ahead and real-time wholesale electricity markets. In particular, we consider the case of two North American markets and show that the price correlations contain information on the locational structure of the grid. We study various clustering methods and intro…

2017-10-31abs ↗pdf ↗

Optimizes black-box functions with varying costs across multiple sources.

problem Optimizing black-box functions with varying costs across multiple sources.
method Uses Augmented Gaussian Process and Gaussian Process to model fidelity and location-dependent costs, respectively. Uses Confidence Bound acquisition function to select sources and locations.
result The approach significantly outperforms existing methods on Hyperparameters Optimization tasks.