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.
Study develops efficient algorithm for probabilistic penetration response of composite plates.
Study shows increased VRE penetration reduces electricity prices and volatility.
Study improves queue length estimation from connected vehicles by filtering parameters.
The expected low market penetration of connected vehicles (CVs) in the near future could be a constraint in estimating traffic flow parameters, such as average travel speed of a roadway segment and average space headway between vehicles from the CV broadcasted data. This estimated traffic flow parameters from low penet…
Study predicts internet-based treatment effects for GPPPD based on dyadic coping.
A generic geodesic on a finite area, hyperbolic 2-orbifold exhibits an infinite sequence of penetrations into a neighborhood of a cone singularity, so that the sequence of depths of maximal penetration has a limiting distribution. The distribution function is the same for all such surfaces and is described by a fairly …
We prove that the exponential growth rate of the regular language of penetration sequences is smaller than the growth rate of the regular language of normal form words, if the acceptor of the regular language of normal form words is strongly connected. Moreover, we show that the latter property is satisfied for all irr…
Assuming that price of the underlying stock is moving in range bound, the Black-Scholes formula for options pricing supports a separation of variables. The resulting time-independent equation is solved employing different behavior of the option price function and three significant results are deduced. The first is the …
Generalizing Cusick's theorem on the closedness of the classical Lagrange spectrum for the approximation of real numbers by rational ones, we prove that various approximation spectra are closed, using penetration properties of the geodesic flow in cusp neighbourhoods in negatively curved manifolds and a result of Mauco…
Sparse oblique decision tree improves security rules for renewable power systems.
Flow adjusts curvature to avoid a fixed region, proving bounds and regularity.
Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major digital currencies, Bitcoin, Ethereum, Litecoin, and Ripple. The methodology used i…
Given a negatively curved geodesic metric space , we study the statistical asymptotic penetration behavior of (locally) geodesic lines of in small neighborhoods of points, of closed geodesics, and of other compact (locally) convex subsets of . We prove Khintchine-type and logarithme law-type results for the s…
Ultra-wideband (UWB) radar systems nowadays typical operate in the low frequency spectrum to achieve penetration capability. However, this spectrum is also shared by many others communication systems, which causes missing information in the frequency bands. To recover this missing spectral information, we propose a gen…
Given a negatively curved geodesic metric space M, we study the asymptotic penetration behaviour of geodesic lines of M in small neighbourhoods of closed geodesics and of other compact convex subsets of M. We define a spiraling spectrum which gives precise information on the asymptotic spiraling lengths of geodesic lin…
Bayesian method refines surrogate models for accurate full waveform inversion.
Let be a pinched negatively curved Riemannian manifold, whose unit tangent bundle is endowed with a Gibbs measure associated to a potential . We compute the Hausdorff dimension of the conditional measures of . We study the -almost sure asymptotic penetration behaviour of locally geodesic lines of…
In the world today computer networks have a very important position and most of the urban and national infrastructure as well as organizations are managed by computer networks, therefore, the security of these systems against the planned attacks is of great importance. Therefore, researchers have been trying to find th…
Voltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this paper, we focus on reactive power compensation to control voltage in the presence…
CapOptix uses options theory to price capacity in electricity markets.
The increasing complexity of the power grid, due to higher penetration of distributed resources and the growing availability of interconnected, distributed metering devices re- quires novel tools for providing a unified and consistent view of the system. A computational framework for power systems data fusion, based on…
We propose a statistical learning-based traffic speed estimation method that uses sparse vehicle trajectory information. Using a convolutional encoder-decoder based architecture, we show that a well trained neural network can learn spatio-temporal traffic speed dynamics from time-space diagrams. We demonstrate this for…
This paper presents a mesoscopic traffic flow model that explicitly describes the spatio-temporal evolution of the probability distributions of vehicle trajectories. The dynamics are represented by a sequence of factor graphs, which enable learning of traffic dynamics from limited Lagrangian measurements using an effic…
There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…
Given a family of (almost) disjoint strictly convex subsets of a complete negatively curved Riemannian manifold M, such as balls, horoballs, tubular neighborhoods of totally geodesic submanifolds, etc, the aim of this paper is to construct geodesic rays or lines in M which have exactly once an exactly prescribed (big e…
Automated scoring engines are increasingly being used to score the free-form text responses that students give to questions. Such engines are not designed to appropriately deal with responses that a human reader would find alarming such as those that indicate an intention to self-harm or harm others, responses that all…
Previous studies of the stock price response to individual trades focused on single stocks. We empirically investigate the price response of one stock to the trades of other stocks. How large is the impact of one stock on others and vice versa? -- This impact of trades on the price change across stocks appears to be tr…
Case study shows impact of co-optimizing energy and reserve for wind energy.
A new method uses Gaussian Processes to solve power flow problems with uncertain renewable and load inputs.
The increasing penetration level of energy generation from renewable sources is demanding for more accurate and reliable forecasting tools to support classic power grid operations (e.g., unit commitment, electricity market clearing or maintenance planning). For this purpose, many physical models have been employed, and…
Nowadays, with the unprecedented penetration of renewable distributed energy resources (DERs), the necessity of an efficient energy forecasting model is more demanding than before. Generally, forecasting models are trained using observed weather data while the trained models are applied for energy forecasting using for…
Study evaluates different price response definitions for NASDAQ stocks.
Paper proposes online learning for estimating AC network admittance matrix.
Deep learning solves EV routing with time windows for EV fleets.
Inverse reinforcement learning (IRL) is the problem of learning the preferences of an agent from the observations of its behavior on a task. While this problem has been well investigated, the related problem of {\em online} IRL---where the observations are incrementally accrued, yet the demands of the application often…
We propose a decentralized Maximum Likelihood solution for estimating the stochastic renewable power generation and demand in single bus Direct Current (DC) MicroGrids (MGs), with high penetration of droop controlled power electronic converters. The solution relies on the fact that the primary control parameters are se…
Interpretable text-response modelling for structured outcomes
Previous studies of the stock price response to trades focused on the dynamics of single stocks, i.e. they addressed the self-response. We empirically investigate the price response of one stock to the trades of other stocks in a correlated market, i.e. the cross-responses. How large is the impact of one stock on other…
LaRT models LLMs' response accuracy and CoT length to evaluate reasoning ability and speed.
New method handles correlated responses and interaction effects in multi-response regression.
As renewable distributed energy resources (DERs) penetrate the power grid at an accelerating speed, it is essential for operators to have accurate solar photovoltaic (PV) energy forecasting for efficient operations and planning. Generally, observed weather data are applied in the solar PV generation forecasting model w…
Study analyzes price response and spread impact in foreign exchange markets.
PEER tackles multi-response regression with incomplete outcomes efficiently.
New method for explaining dialogue response generation models.
An important, yet largely unstudied, problem in student data analysis is to detect misconceptions from students' responses to open-response questions. Misconception detection enables instructors to deliver more targeted feedback on the misconceptions exhibited by many students in their class, thus improving the quality…
Enhances traditional MV model for socially responsible investors.
In this study we present a kernel based convolution model to characterize neural responses to natural sounds by decoding their time-varying acoustic features. The model allows to decode natural sounds from high-dimensional neural recordings, such as magnetoencephalography (MEG), that track timing and location of human …
Active learning suffers from biased non-response, which this paper addresses.