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.
Introduces Motion Programs for better video analysis of human motion.
Solves optimal liquidation problem for stock price following geometric Brownian motion.
Paper compares stock price prediction models using Heston and Geometric Brownian Motion.
Cilia are hairlike structures protruding from nearly every cell in the body. Diseases known as ciliopathies, where cilia function is disrupted, can result in a wide spectrum of disorders. However, most techniques for assessing ciliary motion rely on manual identification and tracking of cilia; this process is laborious…
Proposes a hybrid deep learning network for better heart failure survival prediction.
Billiard motion in ellipses analyzed with canonical coordinates.
The paper presents a method to reduce arm motion complexity for prosthetics and robotics.
In this article, we will formulate a mathematical framework that allows us to treat character animations as points on infinite dimensional Hilbert manifolds. Constructing geodesic paths between animations on those manifolds allows us to derive a distance function to measure similarities of different motions. This appro…
We study polygonal analogues of several moving boundary problems and their time discretization which preserves the constant area speed property. We establish various polygonal analogues of geometric formulas for moving boundaries and make use of the geometric formulas for our numerical scheme and its analysis of genera…
Study cohomological equation for robotic screw motions on SE(3).
Study on Brownian motion on discrete curve spaces, proving stochastic completeness.
We present a model for the joint estimation of disparity and motion. The model is based on learning about the interrelations between images from multiple cameras, multiple frames in a video, or the combination of both. We show that learning depth and motion cues, as well as their combinations, from data is possible wit…
Modeling financial markets with memory using fractional calculus and Brownian motion.
We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional periodic environment by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuous analysis. The case of a homogeneous environment has been recently treated by Braides, Gelli and…
We study the motion of discrete interfaces driven by ferromagnetic interactions on the two-dimensional triangular lattice by coupling the Almgren, Taylor and Wang minimizing movements approach and a discrete-to-continuum analysis, as introduced by Braides, Gelli and Novaga in the pioneering case of the square lattice. …
Motion analysis is used in computer vision to understand the behaviour of moving objects in sequences of images. Optimising the interpretation of dynamic biological systems requires accurate and precise motion tracking as well as efficient representations of high-dimensional motion trajectories so that these can be use…
Study integral kernels on complex symmetric spaces and their Dyson Brownian Motion applications.
Study radial processes in sub-Riemannian Brownian motions, proving stochastic completeness and eigenvalue estimates.
Discover equations of motion from distorted video frames.
Understanding biological network dynamics is a fundamental issue in various scientific and engineering fields. Network theory is capable of revealing the relationship between elements and their propagation; however, for complex collective motions, the network properties often transiently and complexly change. A fundame…
Researchers prove long-time existence for two landmark Brownian motion.
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many financial derivatives. We inquiry in the behavior of measures of performance based on …
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new covariance-based dissimilarity measure is introduced, from which we obtain the approxima…
Second derivative pinching estimates are proved for a class of elliptic and parabolic equations, including motion of hypersurfaces by curvature functions such as quotients of elementary symmetric functions of curvature. The estimates imply convergence of convex hypersurfaces to spheres under these flows, improving earl…
We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional low-contrast periodic environment, by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuum analysis. As in a recent paper by Braides and Scilla dealing with high-contrast pe…
New cutoff phenomenon found for geodesic paths on hyperbolic manifolds.
New method separates market motion from stock correlations.
The paper analyzes optimal execution strategies for traders with inventory processes influenced by Brownian motion.
UDVD uses deep learning to denoise videos without supervision.
Paper generates synthetic radar signatures for motion classification.
Parts of Texas, Oklahoma, and Kansas have experienced increased rates of seismicity in recent years, providing new datasets of earthquake recordings to develop ground motion prediction models for this particular region of the Central and Eastern North America (CENA). This paper outlines a framework for using Artificial…
Study characterizes bladder motion using dynamic MRI and statistical analysis.
New deep architecture improves head motion prediction in 360° videos.
Study parameter sensitivities in bond pricing models with jumps.
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…
Complex network analysis reveals dominant stocks in financial stock returns correlations.
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover…
The paper evaluates integrals for fBm with various Hurst indices.
Collective motion of animal groups often undergoes changes due to perturbations. In a topological sense, we describe these changes as switching between low-dimensional embedding manifolds underlying a group of evolving agents. To characterize such manifolds, first we introduce a simple mapping of agents between time-st…
Derives effective continuous dynamics for adaptive SGD methods.
A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from m…
The study examines order flow in financial markets using fractional Lévy stable motion.
New elastic metrics for surface shape analysis.
Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Brownian motion has played the key role as in physics. In our previous report (arXiv:1703.06739; to appear in Phys. Rev. Lett.), we have prese…
ES reduces high-probability regret in stochastic linear bandits.
New approach approximates c-space geometry of multi-loop linkages.
The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Usi…
Estimates returns for dollar cost averaging using geometric Brownian motion.