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.
HSR reduces analyst earnings forecast errors by lowering travel friction.
Invariants derived for rail knotoids based on associated knots.
We work on the notions of rail arcs and rail isotopy in , and we introduce the notions of rail knotoid diagrams and their equivalence. Our main result is that two rail arcs in are rail isotopic if and only if their knotoid diagram projections onto the plane of the two lines which we call ra…
This paper calculates stick numbers for rail arcs and knot classes.
This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict expected tactical descriptions of operational solutions (TDOSs). The problem we address occurs in the context of two-stage stochastic programming where the…
Data integration methods that analyze multiple sources of data simultaneously can often provide more holistic insights than can separate inquiries of each data source. Motivated by the advantages of data integration in the era of "big data", we investigate feature selection for high-dimensional multi-view data with mix…
Risk, including economic risk, is increasingly a concern for public policy and management. The possibility of dealing effectively with risk is hampered, however, by lack of a sound empirical basis for risk assessment and management. The paper demonstrates the general point for cost and demand risks in urban rail projec…
Because of the prominent position of urban rail in reducing urban transport-related problems, such as congestion and air pollution, insights into the costs of possible new urban rail projects is very relevant for those involved with cost estimations, policy makers, cost-benefit analysts, and other target groups. Knowle…
This article presents results from the first statistically significant study of traffic forecasts in transportation infrastructure projects. The sample used is the largest of its kind, covering 210 projects in 14 nations worth US$59 billion. The study shows with very high statistical significance that forecasters gener…
Study shows HFT benefits large traders under certain conditions.
Simulation of high-speed train aerodynamics using RANS and machine learning.
Design of printed circuit board (PCB) stack-up requires the consideration of characteristic impedance, insertion loss and crosstalk. As there are many parameters in a PCB stack-up design, the optimization of these parameters needs to be efficient and accurate. A less optimal stack-up would lead to expensive PCB materia…
Survival strategy for crypto firms in bear markets using BTC-to-sats payments rail.
Computational ghost imaging is an imaging technique in which an object is imaged from light collected using a single-pixel detector with no spatial resolution. Recently, ghost cytometry has been proposed for a high-speed cell-classification method that involves ghost imaging and machine learning in flow cytometry. Ghos…
New neural network enforces mass conservation for better ice flow predictions.
GeMA learns latent manifolds to benchmark complex systems.
Factory machinery is prone to failure or breakdown, resulting in significant expenses for companies. Hence, there is a rising interest in machine monitoring using different sensors including microphones. In the scientific community, the emergence of public datasets has led to advancements in acoustic detection and clas…
Transformer model predicts train axle vibrations for safer maintenance.
Generating eye diagrams by using a circuit simulator can be very computationally intensive, especially in the presence of nonlinearities. It often involves multiple Newton-like iterations at every time step when a SPICE-like circuit simulator handles a nonlinear system in the transient regime. In this paper, we leverag…
Bayesian model predicts crack evolution on rails with uncertainties.
Novel hybrid modeling combines ML and physics for real-time diagnosis.
This paper contains a feasibility study of deep neural networks for the classification of Euro banknotes with respect to requirements of central banks on the ATM and high speed sorting industry. Instead of concentrating on the accuracy for a large number of classes as in the famous ImageNet Challenge we focus thus on c…
This paper examines three independent explanatory variables and their relation with cost overrun in order to decide whether this is different for Dutch infrastructure projects compared to worldwide findings. The three independent variables are project type (road, rail, and fixed link projects), project size (measured i…
Developing countries suffer from traffic congestion, poorly planned road/rail networks, and lack of access to public transportation facilities. This context results in an increase in fuel consumption, pollution level, monetary losses, massive delays, and less productivity. On the other hand, it has a negative impact on…
Bayesian methods detect and forecast inclinometer anomalies in UK rail data.
India runs the fourth largest railway transport network size carrying over 8 billion passengers per year. However, the travel experience of passengers is frequently marked by delays, i.e., late arrival of trains at stations, causing inconvenience. In a first, we study the systemic delays in train arrivals using n-order…
Trading system uses NP-hard optimization to select stocks for high Sharpe ratio trading.
Railway points are among the key components of railway infrastructure. As a part of signal equipment, points control the routes of trains at railway junctions, having a significant impact on the reliability, capacity, and punctuality of rail transport. Traditionally, maintenance of points is based on a fixed time inter…
We introduce a deep learning method to simulate the motion of particles trapped in a chaotic recirculating flame. The Lagrangian trajectories of particles, captured using a high-speed camera and subsequently reconstructed in 3-dimensional space, were used to train a variational autoencoder (VAE) which comprises multipl…
Optimal sampling reduces power grid data analysis costs.
Loss Data Analytics is an interactive, online, freely available text. The idea behind the name Loss Data Analytics is to integrate classical loss data models from applied probability with modern analytic tools. In particular, we seek to recognize that big data (including social media and usage based insurance) are here…
We study risk-sensitive imitation learning where the agent's goal is to perform at least as well as the expert in terms of a risk profile. We first formulate our risk-sensitive imitation learning setting. We consider the generative adversarial approach to imitation learning (GAIL) and derive an optimization problem for…
This study proposes a logic architecture for the high-speed and power efficiently training of a gradient boosting decision tree model of binary classification. We implemented the proposed logic architecture on an FPGA and compared training time and power efficiency with three general GBDT software libraries using CPU a…
Ball trajectory data are one of the most fundamental and useful information in the evaluation of players' performance and analysis of game strategies. Although vision-based object tracking techniques have been developed to analyze sport competition videos, it is still challenging to recognize and position a high-speed …
The possibility of latency arbitrage in financial markets has led to the deployment of high-speed communication links between distant financial centers. These links are noisy and so there is a need for coding. In this paper, we develop a gametheoretic model of trading behavior where two traders compete to capture laten…
This study uses ARM to analyze pedestrian crashes under different lighting conditions.
Cost overruns in transport infrastructure projects know no geographical limits, overruns are a global phenomenon. Nevertheless, the size of cost overruns varies with location. In the Netherlands, cost overruns appear to be smaller compared to the rest of the world. This paper tests whether Dutch projects perform signif…
Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of markets, it is unclear how or why it produces this outcome. Here we create a simple …
The paper proposes a method for interpretable mixture density estimation using a tree structure.
We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…
We present a new and easy-to-implement sequential sampling method for CGMY processes with either finite or infinite variation, exploiting the time change representation of the CGMY model and a decomposition of its time change. We find that the time change can be decomposed into two independent components. While the fir…
We consider problems in which a system receives external \emph{perturbations} from time to time. For instance, the system can be a train network in which particular lines are repeatedly disrupted without warning, having an effect on passenger behavior. The goal is to predict changes in the behavior of the system at par…
BCAE-2D compresses 3D data from a time projection chamber at high speed.
The ConditionaL Neural Network (CLNN) exploits the nature of the temporal sequencing of the sound signal represented in a spectrogram, and its variant the Masked ConditionaL Neural Network (MCLNN) induces the network to learn in frequency bands by embedding a filterbank-like sparseness over the network's links using a …
The high cost of communicating gradients is a major bottleneck for federated learning, as the bandwidth of the participating user devices is limited. Existing gradient compression algorithms are mainly designed for data centers with high-speed network and achieve per-iteration communication cost at…
Rapid identification of object from radar cross section (RCS) signals is important for many space and military applications. This identification is a problem in pattern recognition which either neural networks or support vector machines should prove to be high-speed. Bayesian networks would also provide value but requi…
A nonlinear channel estimator using complex Least Square Support Vector Machines (LS-SVM) is proposed for pilot-aided OFDM system and applied to Long Term Evolution (LTE) downlink under high mobility conditions. The estimation algorithm makes use of the reference signals to estimate the total frequency response of the …
The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.