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.
Trajectory segmentation is the process of subdividing a trajectory into parts either by grouping points similar with respect to some measure of interest, or by minimizing a global objective function. Here we present a novel online algorithm for segmentation and summary, based on point density along the trajectory, and …
This work presents a methodology to design trajectory tracking feedback control laws, which embed non-parametric statistical models, such as Gaussian Processes (GPs). The aim is to minimize unmodeled dynamics such as undesired slippages. The proposed approach has the benefit of avoiding complex terramechanics analysis …
We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a nonholonomic system and the desired reference trajectory, both evolving on the dist…
The study finds the best elliptical trajectory for planets using a variation of the hodograph theorem.
problem Finding the best elliptical trajectory for planets.
method Using a variation of the circular hodograph theorem, the study finds the best fitting ellipse for planetary trajectories by minimizing the sum of square distances from the points to the plane.
result The study finds that the best fitting ellipse for planetary trajectories minimizes the sum of square distances from the points to the plane.
Foot-mounted inertial positioning (FMIP) can face problems of inertial drifts and unknown initial states in real applications, which renders the estimated trajectories inaccurate and not obtained in a well defined coordinate system for matching trajectories of different users. In this paper, an approach adopting receiv…
We propose a minimal theory of non-linear price impact based on a linear (latent) order book approximation, inspired by diffusion-reaction models and general arguments. Our framework allows one to compute the average price trajectory in the presence of a meta-order, that consistently generalizes previously proposed pro…
Effective understanding of the environment and accurate trajectory prediction of surrounding dynamic obstacles are critical for intelligent systems such as autonomous vehicles and wheeled mobile robotics navigating in complex scenarios to achieve safe and high-quality decision making, motion planning and control. Due t…
This paper details a series of experiments in searching for minimal energy configurations for knots and links using the computer program KnotPlot. The most interesting phenomena found in these experiments is the dependence of the trajectories of energy descent upon the initial geometric conditions of the knotted embedd…
Transformer-based models overfit financial time series data, leading to increased prediction variance.
problem Forecast collapse of transformer-based models under squared loss in financial time series.
method Theoretical analysis and numerical experiments on high-frequency EUR/USD exchange rate data.
result Increased model expressivity in Transformer-based models leads to spurious fluctuations without reducing bias, resulting in higher prediction variance.
In this paper, we consider a platform of flying mobile edge computing (F-MEC), where unmanned aerial vehicles (UAVs) serve as equipment providing computation resource, and they enable task offloading from user equipment (UE). We aim to minimize energy consumption of all the UEs via optimizing the user association, reso…
In this paper we consider the problem of reconstructing a curve that is partially hidden or corrupted by minimizing the functional ∫1+Kγ2ds, depending both on length and curvature K. We fix starting and ending points as well as initial and final directions. For this functional we discuss the problem o…
Learning optimal feedback control laws capable of executing optimal trajectories is essential for many robotic applications. Such policies can be learned using reinforcement learning or planned using optimal control. While reinforcement learning is sample inefficient, optimal control only plans an optimal trajectory fr…
New method learns vector fields from noisy time series data.
problem Learning vector fields from noisy time series data.
method Neural network architecture with tensor products of one-dimensional neural shape functions for vector field approximation, alternating minimization for noise handling.
result Neural shape function architecture robust to noise, learning accurate vector fields from data with up to 10% Gaussian noise.
This paper is a continuation of the work by the same authors on the Cartan group equipped with the sub-Finsler ℓ∞ norm. We start by giving a detailed presentation of the structure of bang-bang extremal trajectories. Then we prove upper bounds on the number of switchings on bang-bang minimizers. We prove that…
We study the problem of discriminative sub-trajectory mining. Given two groups of trajectories, the goal of this problem is to extract moving patterns in the form of sub-trajectories which are more similar to sub-trajectories of one group and less similar to those of the other. We propose a new method called Statistica…
The paper provides theoretical guarantees for behavior cloning using generative models.
problem Behavior cloning of complex expert demonstrations using generative models.
method The paper proposes a theoretical framework invoking low-level controllers to stabilize imitation around expert demonstrations. It shows that with suitable low-level stability guarantees and powerful generative models, pure supervised behavior cloning can match expert trajectories.
result The paper proves that with a suitable low-level stability guarantee and a powerful enough generative model, pure supervised behavior cloning can generate trajectories matching the per-time step distribution of essentially arbitrary expert trajectories in an optimal transport cost.
In this paper, we introduce an actor-critic algorithm called Deep Value Model Predictive Control (DMPC), which combines model-based trajectory optimization with value function estimation. The DMPC actor is a Model Predictive Control (MPC) optimizer with an objective function defined in terms of a value function estimat…