Study uses Android smartphones to measure road roughness, finds ML better than RMS.
problem Measuring road roughness using smartphones.
method Three smartphones, Android OS, RMS and ML methods, comparison with IRI.
result ML method outperforms RMS in detecting road roughness.
Paper uses machine learning to estimate IRI from pavement distress types, densities, and severities.
problem Costly IRI measurements exclude many road classes; estimating IRI from distress data is needed.
method Data from in-service pavements; machine learning methods used to predict IRI.
result Machine learning can reliably estimate IRI based on distress types, densities, and severities.
Deep learning has revolutionized the ability to learn "end-to-end" autonomous vehicle control directly from raw sensory data. While there have been recent extensions to handle forms of navigation instruction, these works are unable to capture the full distribution of possible actions that could be taken and to reason a…
Mobile app development in recent years has resulted in new products and features to improve human life. Mobile telematics is one such development that encompasses multidisciplinary fields for transportation safety. The application of mobile telematics has been explored in many areas, such as insurance and road safety. …
GCNs adapted for road networks improve performance on edge prediction tasks.
problem Improving machine learning on road networks for edge prediction tasks.
method Introducing Relational Fusion Network (RFN) for road networks.
result RFN outperforms state-of-the-art GCNs on road segment regression and classification tasks.
RFN improves GCNs for road networks, outperforming state-of-the-art by 21%-40%.
problem Leveraging the structure of road networks effectively in machine learning tasks.
method Introducing RFN, a novel GCN specifically designed for road networks.
result RFN outperforms state-of-the-art GCNs by 21%-40% on road network tasks.
System predicts ice formation to improve road safety.
problem Improving road safety through accurate ice formation prediction.
method Combining physical models and machine learning for data correction.
result Machine learning effectively corrects incorrect data in forecasts.
Network embedding helps predict speed limits on incomplete Danish road network.
problem Incomplete speed limit data on Danish roads limits machine learning applications.
method Applied node2vec network embedding to Danish road network.
result Network embedding can derive useful features for predicting speed limits.
Paper presents a self-supervised method to infer road lane networks.
problem Difficult and costly to create lane maps for autonomous vehicles.
method Self-supervised learning using neural and search-based model.
result Model can generalize to new road layouts, unlike previous approaches.
Study proposes GRU-D networks for missing value handling in road surface friction prediction.
problem Missing values in road surface friction data affect prediction accuracy.
method Gated Recurrent Unit (GRU) network with decay mechanism.
result GRU-D networks outperform baseline models in road surface friction prediction.
Deep learning maps road safety features from streetview imagery.
problem Accurate mapping of road safety features for safer roads.
method Proposes a deep learning approach with LSTM to capture spatial autocorrelation.
result Model outperforms baseline methods in mapping road safety features.
Automated road infrastructure mapping using connected vehicle data and deep learning.
problem Manual identification of intersections is laborious and time-consuming.
method Geohashing, YOLOv5 algorithm for classification of road segments and intersections.
result Overall classification accuracy of 95%, with high F1 scores for straight roads and intersections.
Generative model extracts road networks from images.
problem Extracting road networks from image data.
method Developed Generative Graph Transformer (GGT) for image-conditioned graph generation.
result Demonstrated effective road network generation from semantic segmentation data.
We propose a probabilistic graphical model realizing a minimal encoding of real variables dependencies based on possibly incomplete observation and an empirical cumulative distribution function per variable. The target application is a large scale partially observed system, like e.g. a traffic network, where a small pr…
Machine learning detects road anomalies and aggressive driving from smartphone data.
problem Road quality assessment and aggressive driving detection.
method Machine learning techniques applied to smartphone acceleration data.
result Robust platform for road transport evaluation.
Road accidents are an important issue of our modern societies, responsible for millions of deaths and injuries every year in the world. In Quebec only, in 2018, road accidents are responsible for 359 deaths and 33 thousands of injuries. In this paper, we show how one can leverage open datasets of a city like Montreal, …
More than half of the world's roads lack adequate street addressing systems. Lack of addresses is even more visible in daily lives of people in developing countries. We would like to object to the assumption that having an address is a luxury, by proposing a generative address design that maps the world in accordance w…
New methods detect roads in low-res satellite data, overcoming visibility challenges.
problem Detecting roads in low-resolution satellite imagery, especially those hard to see.
method Two deep learning frameworks for ordinal classification of road types from satellite time series data.
result Models can identify large and medium-sized roads from Sentinel-2 imagery.
Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.
problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.
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.
Study improves prediction of UK road accidents' severity using AI.
problem Improving prediction of UK road traffic accident severity.
method Combination of machine learning, econometric, and statistical methods on historical data.
result XGBoost model with RMSE of 0.176 and MAE of 0.087 outperforms naive forecasting.
Enhanced travel time prediction using deep neural networks and road network information.
problem Improving travel time estimation using deep learning models.
method Proposes incorporating road network information into deep learning models for travel time prediction.
result Improved travel time prediction, especially with limited training data.
Owing to the expeditious growth in the information and communication technologies, smart cities have raised the expectations in terms of efficient functioning and management. One key aspect of residents' daily comfort is assured through affording reliable traffic management and route planning. Comprehensively, the majo…
Study shows 'Belt and Road' node cities boost digital finance in China.
problem Impact of 'Belt and Road' node cities on digital inclusive finance.
method Descriptive analysis, literature review, theoretical model, differential differential method.
result Establishment of 'Belt and Road' node cities promotes digital inclusive finance in China, with Internet development as a mediating variable.
Road Network Metric Learning improves ETA prediction accuracy by addressing data sparsity.
problem Data sparsity in road network embedding vectors affects ETA prediction accuracy.
method Proposes Road Network Metric Learning (RNML-ETA) framework with an auxiliary metric learning task and triangle loss.
result RNML-ETA outperforms state-of-the-art models and improves prediction accuracy for cold links.
Derives a rough SABR formula for short maturities.
problem Modeling volatility smiles under rough volatility.
method Derives an ODE and solves it numerically.
result Develops a very accurate approximation called the rough SABR formula.
Study finds roughness in volatility despite diffusive instantaneous volatility.
problem Determining the roughness of volatility in financial assets.
method Non-parametric method based on normalized p-th variation for estimating roughness of sample paths. result Realized volatility exhibits rough behavior with a significantly smaller Hurst exponent than instantaneous volatility.
Roads are critically important infrastructure to societal and economic development, with huge investments made by governments every year. However, methods for monitoring those investments tend to be time-consuming, laborious, and expensive, placing them out of reach for many developing regions. In this work, we develop…
We present a number of related comparison results, which allow to compare moment explosion times, moment generating functions and critical moments between rough and non-rough Heston models of stochastic volatility. All results are based on a comparison principle for certain non-linear Volterra integral equations. Our u…
Develops a new method for quantizing rough volatility for volatility derivatives pricing.
problem Pricing volatility derivatives in rough volatility models.
method Functional quantization of rough volatility using offline computable quantizers.
result Pricing VIX Futures in the rough Bergomi model shows competitive results.
Study improves traffic prediction intervals for minor roads.
problem Uncertainty in traffic data for underrepresented minor roads.
method Quantile Random Forest with PCA for interval prediction.
result Achieved 88.22% interval coverage and Winkler Score of 7,468.47.
Researchers compute Greeks for rough Volterra SV models using Malliavin calculus.
problem Computing Greeks under rough Volterra stochastic volatility models.
method Malliavin calculus techniques, extending integration by parts to non-square integrable functionals.
result Formulas for computing Greeks (Delta, Gamma, Rho, Vega) under various rough Volterra SV models.
Measures of implied volatility roughness corrected for bias.
problem Bias in measuring implied volatility roughness.
method Examined implied volatility of short-term options and VIX index, corrected for bias.
result Corrected measures indicate appropriate proxies for underlying volatility.
China's rapid economic growth resulted in serious air pollution, which caused substantial losses to economic development and residents' health. In particular, the road transport sector has been blamed to be one of the major emitters. During the past decades, fluctuation in the international oil prices has imposed signi…
In this paper, we propose a game theoretical adversarial intervention detection mechanism for reliable smart road signs. A future trend in intelligent transportation systems is ``smart road signs" that incorporate smart codes (e.g., visible at infrared) on their surface to provide more detailed information to smart veh…
Study finds rough volatility models underperform in SPX option pricing.
problem Inconsistency of rough volatility models with SPX option prices.
method Empirical study using SPX options data, comparing rough and Markovian models.
result Rough volatility models with H∈(0,1/2) are inconsistent with SPX smiles, especially at short maturities. Model predicts road traffic using high-dimensional time-series with L1-penalization.
problem Predicting high-dimensional road traffic data with limited observations.
method Vector autoregressive model with L1-penalization for high-dimensional regression.
result The approach identifies the most important road sections and is competitive in prediction.
New methods price American options in rough volatility models.
problem Pricing American options under rough volatility.
method Integrating deep-signature and signature-kernel learning into optimal stopping problem solutions.
result Performance comparison in rough Heston and rough Bergomi models.
Study approximates weak error for specific stochastic models with rough and Gaussian mean-reverting volatility.
problem Approximating weak error for specific stochastic models with rough and Gaussian mean-reverting volatility.
method Used Euler type scheme with integrated kernels to study weak convergence rate.
result Obtained weak convergence rate of min(3α−1,1) for discretised rough Ornstein-Uhlenbeck process and stochastic rough volatility model. Integrates rough geometric forms on manifolds.
problem Integrating rough forms on complex manifolds.
method Combines Whitney's geometric integration and sewing approaches.
result Introduced distributional k-forms for integration.
NL-LinkNet improves road extraction from satellite images with fewer parameters and faster training.
problem Efficiently extracting roads from high-resolution satellite images.
method Integrates non-local blocks into LinkNet for better feature context.
result NL-LinkNet outperformed state-of-the-art models in the DeepGlobe Challenge.
Study approximates rough stochastic volatility models using diffusion processes.
problem High computational cost in simulating rough stochastic volatility models.
method Approximates stochastic Volterra equations with an N-dimensional diffusion process.
result Approximations converge strongly with superpolynomial rate in N.
Volatility models must be rough to match market skew.
problem Inconsistent non-rough volatility models with power law volatility skew.
method Asymptotic expansion and continuous price dynamics analysis.
result Volatility must be rough to align with market skew.
We provide a model to understand how adverse weather conditions modify traffic flow dynamic. We first prove that the microscopic Free Flow Speed of the vehicles is changed and then provide a rule to model this change. For this, we consider a thresholded linear model, corresponding to an application of a MARS model to r…
Improved road segmentation on low-res LIDAR data for autonomous vehicles.
problem Low-resolution LIDAR data affects road segmentation accuracy in autonomous vehicles.
method Subsampled LIDAR data transformation into feature maps, use local normal vector with spherical coordinates.
result Improves road segmentation accuracy on low-resolution LIDAR data.
Estimates roughness of volatility from discrete variance data.
problem Estimating roughness exponent of stochastic volatility from discrete observations of integrated variance.
method Pathwise estimator based on fractional Brownian motion with drift.
result Strong consistency theorems for rough volatility models.
We introduce a notion of p-rough integrator on any Banach manifolds, for any p≥1, which plays the role of weak geometric Holder p-rough paths in the usual Banach space setting. The awaited results on rough differential equations driven by such objects are proved, and a canonical representation is given if the man…
A hybrid framework for American option pricing under time-varying rough volatility.
problem Pricing American options under time-varying rough volatility.
method Signature method combined with gradient-boosted ensemble for Hurst parameter estimation, regime switch, and Random Fourier Features for acceleration.
result The proposed hybrid framework improves performance over fixed-roughness baselines and reduces duality gaps in some regimes.