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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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48 results for motion transformation

Researchers calculate the Laplace transform of a geometric Brownian motion integral.

problem Calculating the Laplace transform of a specific integral functional of geometric Brownian motion.
method Analytical calculation of the Laplace transform of the cumulative distribution and probability density functions.
result The Laplace transform of the integral functional of geometric Brownian motion is derived.

We construct explicit solutions to the discrete motion of discrete plane curves that has been introduced by one of the authors recently. Explicit formulas in terms the ττ function are presented. Transformation theory of the motions of both smooth and discrete curves is developed simultaneously.

2010-08-17abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗pdf ↗

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

Study investigates ruin probability with random premiums and risky investments.

problem Ruin probability with random premiums and risky investments.
method Laplace transform applied to a model with geometric Brownian motion.
result Asymptotic behavior of ruin probability for large initial capital values.

SL(N,C) is the phase space of the Poisson SU(N). We calculate explicitly the symplectic structure of SL(N,C), define an analogue of the Hamiltonian of the free motion on SU(N) and solve the corresponding equations of motion. Velocity is related to the momentum by a non-linear Legendre transformation.

1996-12-04abs ↗pdf ↗

Suppose curves are moving by curvature in a plane, but one embeds the plane in R3R^3 and looks at the plane from an angle. Then circles shrinking to a round point would appear to be ellipses shrinking to an ``elliptical point,'' and the surface energy would appear to be anisotropic as would the mobility. The result of …

1997-07-01abs ↗pdf ↗

We consider the task of learning to extract motion from videos. To this end, we show that the detection of spatial transformations can be viewed as the detection of synchrony between the image sequence and a sequence of features undergoing the motion we wish to detect. We show that learning about synchrony is possible …

2013-06-13abs ↗pdf ↗

Shapelet transform improves time series classification for earthquake, wind, and wave events.

problem Autonomous detection of specific events from large time series datasets in civil engineering.
method Shapelet transform for local similarity in time series subsequences, combined with machine learning.
result Shapelet transform yields a new feature representation for time series signals in civil engineering.

Study integral kernels on complex symmetric spaces and their Dyson Brownian Motion applications.

problem Analysis of integral kernels on complex symmetric spaces.
method Simple new method of alternating sum formulas to construct WW-invariant kernels and their asymptotic behavior.
result Obtained asymptotic behavior of integral kernels and applied to Dyson Brownian Motion.

Generalizes Hasimoto transformation to arbitrary flows on space curves.

problem Modeling and analyzing wave motions on space curves.
method Develops a mapping between curve evolution and scalar equations, transforming general vector fields in the Frenet frame.
result Binormal flows are generally length preserving but bending energy is fragile.

In this paper, we investigate the similarity transformations in the Minkowski-n space. We study the geometric invariants of non-null curves under the similarity transformations. Besides, we extend the fundamental theorem for a non-null curve according to a similarity motion. We determine all non-null self-similar curve…

2014-08-07abs ↗pdf ↗

Analytical pricing formulas and Greeks are obtained for European and American basket put options using Mellin transforms. We assume assets are driven by geometric Brownian motion which exhibit correlation and pay a continuous dividend rate. A novel approach to numerical Mellin inversion is achieved via the fast Fourier…

2014-03-15abs ↗pdf ↗

Study constructs balanced datasets for seismic failure prediction.

problem Imbalanced datasets limit machine learning performance in seismic failure prediction.
method Framework with three steps: GMF identification, probability density estimation, and sample transformation.
result Framework improves machine learning performance in seismic failure mode prediction.

We discuss the class of "Quadratic Normal Volatility" models, which have drawn much attention in the financial industry due to their analytic tractability and flexibility. We characterize these models as the ones that can be obtained from stopped Brownian motion by a simple transformation and a change of measure that o…

2012-02-28abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

Study on quaternionic stochastic areas and their large-time limits.

problem Characterizing quaternionic stochastic areas and their limits.
method Analysis of Brownian motions on quaternionic spaces, computation of characteristic functions, Doob transform, and semigroup densities.
result Explicit formulas for the semigroup densities of stochastic area processes.

We fully develop the concept of causal symmetry introduced in Class. Quant. Grav. 20 (2003) L139. A causal symmetry is a transformation of a Lorentzian manifold (V,g) which maps every future-directed vector onto a future-directed vector. We prove that the set of all causal symmetries is not a group under the usual comp…

2003-08-28abs ↗pdf ↗

Proposes a virtual bidding strategy for electricity markets using stochastic control.

problem Optimizing electricity prices in day-ahead and real-time markets.
method Modeling price differences as Brownian motion with meteorological variables, transforming into portfolio management problem.
result Developed a strategy to manage electricity prices efficiently.

Understanding how images of objects and scenes behave in response to specific ego-motions is a crucial aspect of proper visual development, yet existing visual learning methods are conspicuously disconnected from the physical source of their images. We propose to exploit proprioceptive motor signals to provide unsuperv…

2015-05-08abs ↗pdf ↗

It is common for CCTV operators to overlook inter- esting events taking place within the crowd due to large number of people in the crowded scene (i.e. marathon, rally). Thus, there is a dire need to automate the detection of salient crowd regions acquiring immediate attention for a more effective and proactive surveil…

2014-10-14abs ↗pdf ↗

This paper proposes IMU preintegrated features for efficient deep inertial odometry.

problem Efficient odometry from IMU data is challenging due to sensor imperfections and noise.
method Proposes IMU preintegrated features exploiting IMU motion model's manifold structure.
result Improves odometry performance and reduces computational burdens.

In this paper, we continue studying the 6-dimensional pseudo-Riemannian space V^6(g_{ij}) with signature [++--], which admits projective motions, i. e. continuous transformation groups preserving geodesics. In particular, we determine a necessary and sufficient condition that the 6-dimensional rigid h-spaces have const…

2003-01-10abs ↗pdf ↗

We study the six-dimensional pseudo-Riemannian spaces with two time-like coordinates that admit non-homothetic infinitesimal projective transformations. The metrics are manifestly obtained and the projective group properties are determined. We also find a generic defining of projective motion in the 6-dimensional rigid…

2005-06-24abs ↗pdf ↗

Model rough volatility using RDEs with correlated Brownian motion and fractional Brownian motion.

problem Modeling rough volatility with correlated stochastic processes.
method Developed a method to lift Brownian motion and rough paths, applying it to fractional Brownian motion to model rough volatility.
result Calibrated a new rough volatility model to market data.

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t0,W_t = B_t + μt, t\geq 0, where (Bt)(B_t) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

2009-12-23abs ↗pdf ↗

Improved multi-step prediction of drivable space for autonomous vehicles.

problem Accurate prediction of drivable space for safer, more comfortable navigation.
method Recurrent Neural Network (RNN) architectures trained on KITTI dataset, incorporating motion features.
result Significant improvement in prediction accuracy over state-of-the-art methods.

A model for grid cells using vectors and matrices for position and motion.

problem Representing self-position and motion in a high-dimensional space.
method Vector-matrix multiplication, magnified local isometry, and global adjacency kernel.
result The model can learn hexagon patterns and correct errors.