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.
This study uses ARM to analyze pedestrian crashes under different lighting conditions.
With the rise of self-driving vehicles comes the risk of accidents and the need for higher safety, and protection for pedestrian detection in the following scenarios: imminent crashes, thus the car should crash into an object and avoid the pedestrian, and in the case of road intersections, where it is important for the…
State-of-the-art pedestrian detection models have achieved great success in many benchmarks. However, these models require lots of annotation information and the labeling process usually takes much time and efforts. In this paper, we propose a method to generate labeled pedestrian data and adapt them to support the tra…
Most microscopic pedestrian navigation models use the concept of "forces" applied to the pedestrian agents to replicate the navigation environment. While the approach could provide believable results in regular situations, it does not always resemble natural pedestrian navigation behaviour in many typical settings. In …
A deep learning model improves pedestrian tracking accuracy.
PIP-Net predicts pedestrian crossing intentions with up to 4-second lead.
Deep learning agent improves pedestrian navigation in urban environments.
This paper presents a novel context-based approach for pedestrian motion prediction in crowded, urban intersections, with the additional flexibility of prediction in similar, but new, environments. Previously, Chen et. al. combined Markovian-based and clustering-based approaches to learn motion primitives in a grid-bas…
This paper compares deep learning and knowledge-based methods for pedestrian trajectory prediction.
Smooth handling of pedestrian interactions is a key requirement for Autonomous Vehicles (AV) and Advanced Driver Assistance Systems (ADAS). Such systems call for early and accurate prediction of a pedestrian's crossing/not-crossing behaviour in front of the vehicle. Existing approaches to pedestrian behaviour predictio…
Deep RL model optimizes pedestrian evacuation in multi-exit scenarios.
A comparison of SLDS and LSTM for pedestrian behavior prediction shows SLDS works better with shorter sequences.
Autonomous Vehicles navigating in urban areas have a need to understand and predict future pedestrian behavior for safer navigation. This high level of situational awareness requires observing pedestrian behavior and extrapolating their positions to know future positions. While some work has been done in this field usi…
An increasing amount of civil engineering applications are utilising data acquired from infrastructure instrumented with sensing devices. This data has an important role in monitoring the response of these structures to excitation, and evaluating structural health. In this paper we seek to monitor pedestrian-events (su…
This paper presents a novel framework for accurate pedestrian intent prediction at intersections. Given some prior knowledge of the curbside geometry, the presented framework can accurately predict pedestrian trajectories, even in new intersections that it has not been trained on. This is achieved by making use of the …
Representation learning of pedestrian trajectories transforms variable-length timestamp-coordinate tuples of a trajectory into a fixed-length vector representation that summarizes spatiotemporal characteristics. It is a crucial technique to connect feature-based data mining with trajectory data. Trajectory representati…
In this work, we investigate whether state-of-the-art object detection systems have equitable predictive performance on pedestrians with different skin tones. This work is motivated by many recent examples of ML and vision systems displaying higher error rates for certain demographic groups than others. We annotate an …
In most agent-based simulators, pedestrians navigate from origins to destinations. Consequently, destinations are essential input parameters to the simulation. While many other relevant parameters as positions, speeds and densities can be obtained from sensors, like cameras, destinations cannot be observed directly. Ou…
This study analyzes cryptocurrency market crashes using complex network analysis.
Study shows economic policy uncertainty increases stock market crash risk during pandemic.
We propose and document the evidence for an analogy between the dynamics of granular counter-flows in the presence of bottlenecks or restrictions and financial price formation processes. Using extensive simulations, we find that the counter-flows of simulated pedestrians through a door display many stylized facts obser…
Predicts stock market crashes using rational bubble model.
Study examines financial market structure changes during the COVID-19 crash using a novel MI approach.
This paper uses machine learning to estimate how different types of crashes affect highway traffic.
This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.
Study reveals 2020 stock crashes were mostly endogenous, not exogenous.
Study finds a phase transition in flash crashes involving large and liquid stocks.
The goal of this paper is to classify objects mapped by LiDAR sensor into different classes such as vehicles, pedestrians and bikers. Utilizing a LiDAR-based object detector and Neural Networks-based classifier, a novel real-time object detection is presented essentially with respect to aid self-driving vehicles in rec…
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
MSCT predicts post-crash traffic speed using causal inference.
Study proposes a machine learning method to predict stock price crashes based on investor sentiment.
Deep Recurrent Q-Network improves autonomous driving in urban areas with pedestrians.
Study improves crash rate forecasting in Washington, D.C. using stochastic volatility model.
We call attention against what seems to a widely held misconception according to which large crashes are the largest events of distributions of price variations with fat tails. We demonstrate on the Dow Jones Industrial index that with high probability the three largest crashes in this century are outliers. This result…
Study reveals the 2020 U.S. stock crash was endogenous, not caused by COVID.
Study shows COVID-19 increases stock market crash risk in China.
The paper analyzes the crash of stock and commodity markets during COVID-19 using Topological Data Analysis.
Agent-based model simulates financial market crashes and identifies key factors.
Study reveals how illiquidity network signals Chinese stock market crashes.
A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are found before crashes in several financial indices. The same is found in sand pile avalanches on Sierpinski gaskets. A discussion pertains to the…
Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…
Predict real-time crash risks during hurricane evacuations using connected vehicle data.
This review is a partial synthesis of the book ``Why stock market crash'' (Princeton University Press, January 2003), which presents a general theory of financial crashes and of stock market instabilities that his co-workers and the author have developed over the past seven years. The study of the frequency distributio…
We analyse all Mini Flash Crashes (or Flash Equity Failures) in the US equity markets in the four most volatile months during 2006-2011. In contrast to previous studies, we find that Mini Flash Crashes are the result of regulation framework and market fragmentation, in particular due to the aggressive use of Intermarke…
Several authors have noticed the signature of log-periodic oscillations prior to large stock market crashes [cond-mat/9509033, cond-mat/9510036, Vandewalle et al 1998]. Unfortunately good fits of the corresponding equation to stock market prices are also observed in quiet times. To refine the method several approaches …
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the problem is that the fundamental value of an asset is, in general, not directly observable and it is poorly constrained to calculate. Further, it…
The study analyzes aftershocks of stock market crashes using statistical methods.
In this short note we discuss recent attempts to describe pre-crash market dynamics with analogies from theory of critical phenomena.