Proves existence of longest paths in sub-Lorentzian problems.
arXiv research
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What is the longest rope on the unit sphere? Intuition tells us that the answer to this packing problem depends on the rope's thickness. For a countably infinite number of prescribed thickness values we construct and classify all solution curves. The simplest ones are similar to the seamlines of a tennis ball, others e…
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The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent lyi…
While designing the state space of an MDP, it is common to include states that are transient or not reachable by any policy (e.g., in mountain car, the product space of speed and position contains configurations that are not physically reachable). This leads to defining weakly-communicating or multi-chain MDPs. In this…
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For a Riemannian metric on the two-sphere, let be the length of the shortest closed geodesic and be the length of the longest simple closed geodesic. We prove that if the curvature of is positive and sufficiently pinched, then the sharp systolic inequalities \[ \ell_{\rm min}(g…
This study assesses the influence of the forecast horizon on the forecasting performance of several machine learning techniques. We compare the fo recast accuracy of Support Vector Regression (SVR) to Neural Network (NN) models, using a linear model as a benchmark. We focus on international tourism demand to all sevent…
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Study of a series of Lorentzian structures on SL(2,R) with SO(1,1) symmetry.
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Model compares altruism and individualism in wealth dynamics.
Users in social networks whose posts stay at the top of their followers'{} feeds the longest time are more likely to be noticed. Can we design an online algorithm to help them decide when to post to stay at the top? In this paper, we address this question as a novel optimal control problem for jump stochastic different…
The paper develops methods to price and hedge options in path-dependent stock models.
Extend classical theory of affine processes to path-dependent setting
Simpler method derived for path geometries on surfaces, characterizing projective path geometries.
Recently, path norm was proposed as a new capacity measure for neural networks with Rectified Linear Unit (ReLU) activation function, which takes the rescaling-invariant property of ReLU into account. It has been shown that the generalization error bound in terms of the path norm explains the empirical generalization b…
We consider the problem of path inference: given a path prefix, i.e., a partially observed sequence of nodes in a graph, we want to predict which nodes are in the missing suffix. In particular, we focus on natural paths occurring as a by-product of the interaction of an agent with a network---a driver on the transporta…
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One-shot path planning for multiple agents using neural networks.
Foundation for robust finance using rough path theory.