Related papers: Self-exciting hurdle models for terrorist activity
Many successful terrorist groups operate across international borders where different countries host different stages of terrorist operations. Often the recruits for the group come from one country or countries, while the targets of the…
This paper presents a learning from demonstration approach to programming safe, autonomous behaviors for uncommon driving scenarios. Simulation is used to re-create a targeted driving situation, one containing a road-side hazard creating a…
The need for control strategies that can address dynamic system uncertainty is becoming increasingly important. In this work, we propose a Model Predictive Control by quantifying the risk of failure in our system model. The proposed control…
Model risk arises from the misspecification of probabilistic models used for pricing and hedging derivatives. While model risk for European-style claims has been widely studied, much less attention has been given to American-style…
Economic and financial time series can feature locally explosive behavior when a bubble is formed. The economic or financial bubble, especially its dynamics, is an intriguing topic that has been attracting longstanding attention. To…
Crime is pervasive into modern societies, although with different levels of diffusion across regions. Its dynamics are dependent on various socio-economic factors that make the overall picture particularly complex. While several theories…
Information from preceding trials of cognitive tasks can bias performance in the current trial, a phenomenon referred to as interference. Subjects performing visual working memory tasks exhibit interference in their trial-to-trial response…
Machine Learning models have been shown to be vulnerable to adversarial examples, ie. the manipulation of data by a attacker to defeat a defender's classifier at test time. We present a novel probabilistic definition of adversarial examples…
We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption is that a crash may be caused by local self-reinforcing imitation between noise traders. If the tendency for noise traders…
We define two models of hysteresis that generalize the Preisach model. The first model is deterministic, the second model is stochastic and it utilizes disconinuous transition probabilities that satisfy impulsive differential equations. For…
Outdoor shooting ranges are subject to noise regulations from local and national authorities. Restrictions found in these regulations may include limits on times of activities, the overall number of noise events, as well as limits on number…
We investigate the predictability of extreme events in time series. The focus of this work is to understand under which circumstances large events are better predictable than smaller events. Therefore we use a simple prediction algorithm…
We study the stationary probability distribution of a system driven by shot noise. We find that, both in the overdamped and underdamped regime, the coordinate distribution displays power-law singularities in its central part. For…
Accurately modeling the behavior of traffic participants is essential for safely and efficiently navigating an autonomous vehicle through heavy traffic. We propose a method, based on the intelligent driver model, that allows us to…
A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…
Survivorship analysis allows to statistically analyze situations that can be modeled as waiting times to an event. These waiting times are characterized by the cumulative hazard rate, which can be estimated by the Nelson-Aalen estimator or…
Data-driven models (DDM) based on machine learning and other AI techniques play an important role in the perception of increasingly autonomous systems. Due to the merely implicit definition of their behavior mainly based on the data used…
In this paper I propose a 'mechanism' for the explanation of power-law characteristics of casualty dynamics in inter-state wars, intra-state wars and terrorist attacks: the scale-free physical organization of social systems. Other…
Many existing studies on pattern formation in the reaction-diffusion systems rely on deterministic models. However, environmental noise is often a major factor which leads to significant changes in the spatiotemporal dynamics. In this…
In the spirit of Richardson's original (1948) study of the statistics of deadly conflicts, we study the frequency and severity of terrorist attacks worldwide since 1968. We show that these events are uniformly characterized by the…