arXiv research

Rolling Diffusion improves video prediction by progressively corrupting frames based on their temporal position.

ERDM integrates rolling forecasts with diffusion models for complex dynamics.

Study on rolling of 2D and 3D manifolds, identifying orbit dimensions.

Robotics: Rolling robots on a moving platform can be controlled.

Study on liquidity dynamics in Uniswap v3 pools using statistical methods.

Paper proposes deep learning model for dynamic stock repurchase forecasting.

Modeling cryptocurrency volatility and jumps with SVCJ model.

We present a continuous-time maximum likelihood estimation methodology for credit rating transition probabilities, taking into account the presence of censored data. We perform rolling estimates of the transition matrices with exponential time weighting with varying horizons and discuss the underlying dynamics of trans…

The paper analyzes risk measures and optimal reserve allocation strategies.

Explains rolling of symmetric spaces on flat spaces.

We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point correlations in the returns of several leading currency exchange rates that could offer so…

Study on rolling Stiefel manifolds with specific metrics.

We describe how the dynamical system of rolling two $n$-dimensional connected, oriented Riemannian manifolds $M$ and $\hat M$ without twisting or slipping, can be lifted to a nonholonomic system of elements in the product of the oriented orthonormal frame bundles belonging to the manifolds. By considering the lifted pr…

Explicitly taking into account the risk incurred when borrowing at a shorter tenor versus lending at a longer tenor ("roll-over risk"), we construct a stochastic model framework for the term structure of interest rates in which a frequency basis (i.e. a spread applied to one leg of a swap to exchange one floating inter…

A new model for curves on manifolds using rolling operations.

The Blaschke rolling disk theorem is extended to non-convex domains.

In this paper we study the relation between conserved quantities of nonholonomic systems and the hamiltonization problem employing the geometric methods of [1,3]. We illustrate the theory with classical examples describing the dynamics of solids of revolution rolling without sliding on a plane. In these cases, using th…

Local equivalence found between maximally symmetric rolling and flat Cartan distributions.

Generalized Blaschke rolling theorem for curved spaces.

Rolling two hyperboloid surfaces is described using a Monge normal form.

Shapes can roll downhill following any curve, but often return to initial orientation after crossing multiple copies.

In the present work we define the rolling of one pseudo-Riemannian manifold over another without slipping and twisting. We compare the definition of the rolling without slipping and twisting of two manifolds isometrically embedded into a pseudo-Euclidean space with the rolling defined only by the intrinsic data, namely…

Rollings of reductive homogeneous spaces are studied using intrinsic curves.

New method for rolling bodies on inclined planes, with applications to rescue operations.

Paper analyzes dynamics of nonholonomic systems with collisions using variational techniques.

In the present paper, we study the infinitesimal symmetries of the model of two Riemannian manifolds $(M,g)$ and $(\hat M,\hat g)$ rolling without twisting or slipping. We show that, under certain genericity hypotheses, the natural bundle projection from the state space $Q$ of the rolling model onto $M$ is a principal …

This paper studies the problem of trading futures with transaction costs when the underlying spot price is mean-reverting. Specifically, we model the spot dynamics by the Ornstein-Uhlenbeck (OU), Cox-Ingersoll-Ross (CIR), or exponential Ornstein-Uhlenbeck (XOU) model. The futures term structure is derived and its conne…

Study rolling control of Lorentzian manifolds on flat space.

We give a complete answer to the question of when two curves in two different Riemannian manifolds can be seen as trajectories of rolling one manifold on the other without twisting or slipping. We show that up to technical hypotheses, a rolling along these curves exists if and only if the geodesic curvatures of each cu…

High-frequency trading strategy boosts battery storage profits.

Study reveals investor heterogeneity in Korean equity market cash flows.

In this paper, we consider two cases of rolling of one smooth connected complete Riemannian manifold $(M,g)$ onto another one $(\hM,\hg)$ of equal dimension $n\geq 2$. The rolling problem $(NS)$ corresponds to the situation where there is no relative spin (or twist) of one manifold with respect to the other one. As for…

It is known that for any non-zero $M in (-1/4,infty)$, if we roll the conic {(x,y): 4 x^2-y^2/M}=1} on a line in a plane, and then we rotate about this line the trace of a focus, then we obtain a surface of revolution D(M) with mean curvature 1. If M<=0, D(M) is embedded and it is called unduloid, if M>0, D(M) is not e…

Given any smooth plane curve α(s)representing a mirror that reflects light the usual way and any radiant light source at a point in the plane, the reflected light will produce a caustic envelope. For such an envelope, we show that there is an associated curve \b{eta}(s) and a family of circles C(s) that roll on \b{eta}…

Dancing polygons and rolling balls linked via a special geometric distribution.

We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with random slipping and twisting. The system is modelled by a stochastic differential equation of Stratonovich-type driven by semimartingales, on…

We present an algorithm for model-based reinforcement learning that combines Bayesian neural networks (BNNs) with random roll-outs and stochastic optimization for policy learning. The BNNs are trained by minimizing $α$-divergences, allowing us to capture complicated statistical patterns in the transition dynamics, e.g.…

We present an intrinsic formulation of the kinematic problem of two $n-$dimensional manifolds rolling one on another without twisting or slipping. We determine the configuration space of the system, which is an $\frac{n(n+3)}2-$dimensional manifold. The conditions of no-twisting and no-slipping are decoded by means of …

In the present paper we give a historical account -ranging from classical to modern results- of the problem of rolling two Riemannian manifolds one on the other, with the restrictions that they cannot instantaneously slip or spin one with respect to the other. On the way we show how this problem has profited from the d…

Deep learning models price convertible bonds with complex reset and call features.

Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over a rolling horizon. Though promising, lookahead BO faces the risk of error propagation through its increased dependence on a possibly mis-sp…

In this paper we bring to bear some new tools from statistical learning on the analysis of roll call data. We present a new data-driven model for roll call voting that is geometric in nature. We construct the model by adapting the "Partition Decoupling Method," an unsupervised learning technique originally developed fo…

We use the methods of geometric control theory to study extremal trajectories of vertical rolling disk. We focus on the role of symmetries of the underlying geometric structures. We demonstrate the computations in the CAS Maple package DifferentialGeometry.

We study the rolling of the Chaplygin ball in $\mathbb R^n$ over a fixed $(n-1)$--dimensional sphere without slipping and without slipping and twisting. The problems can be naturally considered within a framework of appropriate modifications of the L+R and LR systems -- well known systems on Lie groups groups with an i…

New kinematic model for a spin-rolling sphere using Darboux frame.

New definition of Bäcklund transformation for surface isometric deformation.

Study maximally symmetric distribution of An-Nurowski surface rolling on a plane.

The rotation angle of a rolling disc is shown to be a geometric phase related to the Hopf fibration.