arXiv research

Time-delayed embeddings avoid self-intersections for high enough delay.

Measures time-delay embedding for noisy, sparse data.

Improved modeling of chaotic systems using time-delay embeddings and Frenet-Serret frame.

Paper proposes GrokTransfer to eliminate delayed generalization in neural networks.

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be applied to yield a single forecast combining multiple forecasts derived from va…

IntDC framework uncovers causal relationships from non-interventional data.

TreeDOX predicts chaotic systems without hyperparameter tuning.

Enhances forecasting of complex systems using FKMD.

Topological data analysis quantifies structural dynamics using persistent homology.

TSMB handles time delays in multivariate time series data.

BayTiDe discovers time-delayed differential equations from noisy data.

Study on synchronization in financial markets with time delays.

Neural Laplace Control tackles offline RL for continuous-time delayed systems with irregular observations.

New method estimates traffic congestion delays using statistical causality.

This study uses persistent homology to analyze complex transitional networks from time series data.

Predicting conversion rates (CVRs) in display advertising (e.g., predicting the proportion of users who purchase an item (i.e., a conversion) after its corresponding ad is clicked) is important when measuring the effects of ads shown to users and to understanding the interests of the users. There is generally a time de…

In this paper we studied about the wavelet identification of the thresholds and time delay for more general case without the constraint that the time delay is smaller than the order of the model. Here we composed an empirical wavelet from the SETAR (Self-Exciting Threshold Autoregressive) model and identified the thres…

Develops a stochastic approach to financial market delays.

A new method identifies critical transitions in high-dimensional data.

New algorithm handles delayed feedback robustly, reducing regret without knowing delay bounds.

Delay-SDE-net models time series with memory and uncertainty, outperforming other models.

Improved GRU model with weighted time-delay feedback for long-term dependencies.

Capacity-Constrained Online Convex Optimization with Delayed Feedback

Study a dual risk model with innovation delays, focusing on ruin probability and time.

We propose a model to study the effects of delayed information on option pricing. We first talk about the absence of arbitrage in our model, and then discuss super replication with delayed information in a binomial model, notably, we present a closed form formula for the price of convex contingent claims. Also, we addr…

Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.

Survey of RL methods for control systems with time delays.

The study analyzes how bonus-malus systems and delayed claims settlement affect insurance companies' financial stability.

Time-continuous dimensional descriptions of emotions (e.g., arousal, valence) allow researchers to characterize short-time changes and to capture long-term trends in emotion expression. However, continuous emotion labels are generally not synchronized with the input speech signal due to delays caused by reaction-time, …

We construct and analyze symmetrized delay correlation matrices for empirical data sets for atmopheric and financial data to derive information about correlation between different entities of the time series over time. The information about correlations is obtained by comparing the results for the eigenvalue distributi…

Stochastic delay differential equations (SDDE's) have been used for financial modeling. In this article, we study a SDDE obtained by the equation of a CIR process, with an additional fixed delay term in drift; in particular, we prove that there exists a unique strong solution (positive and integrable) which we call fix…

Study utility indifference pricing with delayed investment information in a Bachelier model.

Novel algorithm for decentralized optimization in time-varying networks with delays.

We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the $O(\sqrt{(KT + D)\ln K} )$ regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, $K$ is the number of actio…

Study improves risk evaluation timing with right-censored reporting delays.

In this paper we investigate novel applications of a new class of equations which we call time-delayed backward stochastic differential equations. Time-delayed BSDEs may arise in finance when we want to find an investment strategy and an investment portfolio which should replicate a liability or meet a target depending…

DASA speeds up SA with delayed agents, achieving N-fold speedup.

A neural network learns phase space properties for time series analysis.

This paper provides a mathematical framework for time-delay reservoir computing.

DeepEDM forecasts time series by learning dynamics from embeddings.

Study utility maximization with delayed information in continuous time Gaussian markets.

Banker-OMD improves online learning with delayed feedback.

The paper develops methods for time-varying constrained online convex optimization.

Enhanced EEG classification using augmented covariance matrix.

In this paper we show that several dynamical systems with time delay can be described as vector fields associated to smooth functions via a bracket of Leibniz structure. Some examples illustrate the theoretical considerations.

Optimizes insurance processing capacity to minimize costs.

Adapts Exp3 to adversarial bandits with delays and data.

Proposes neural delay differential equations for stable system identification with partially observed states.