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Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators…

Condensed Matter · Physics 2009-11-07 M. Ausloos , K. Ivanova

Extreme events occur across the natural, engineering, and socioeconomic sciences, where rare but high-impact episodes can lead to disproportionate consequences that pose major challenges for prediction and risk management. Existing studies…

Dynamical Systems · Mathematics 2026-05-22 Charlotte Moser , Nan Chen , Marios Andreou

Objective gait analysis using wearable sensors and AI is critical for managing neurological and orthopedic conditions. However, models are vulnerable to hidden dataset biases, and task-specific sensor optimization remains a challenge. We…

Machine Learning · Computer Science 2025-11-05 Hamidreza Sadeghsalehi

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

Statistics Theory · Mathematics 2010-10-05 Jean Jacod , Mark Podolskij , Mathias Vetter

Reading is a process that unfolds across space and time, alternating between fixations where a reader focuses on a specific point in space, and saccades where a reader rapidly shifts their focus to a new point. An ansatz of…

Machine Learning · Computer Science 2025-06-26 Francesco Ignazio Re , Andreas Opedal , Glib Manaiev , Mario Giulianelli , Ryan Cotterell

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

User's mental state is concerned gradually, during the interaction course of human robot. As the measurement and identification method of psychological state, tension, has certain practical significance role. At presents there is no…

Robotics · Computer Science 2014-09-18 Yi Wang

Motion, measured via optical flow, provides a powerful cue to discover and learn objects in images and videos. However, compared to using appearance, it has some blind spots, such as the fact that objects become invisible if they do not…

Computer Vision and Pattern Recognition · Computer Science 2022-10-17 Subhabrata Choudhury , Laurynas Karazija , Iro Laina , Andrea Vedaldi , Christian Rupprecht

We develop two statistical models for space-time abundance data based on a stochastic underlying continuous individual movement. In contrast to current models for abundance in statistical ecology, our models exploit the explicit connection…

Applications · Statistics 2024-09-24 Ricardo Carrizo Vergara , Marc Kéry , Trevor Hefley

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

Trajectory Prediction of dynamic objects is a widely studied topic in the field of artificial intelligence. Thanks to a large number of applications like predicting abnormal events, navigation system for the blind, etc. there have been many…

Machine Learning · Computer Science 2017-05-29 Daksh Varshneya , G. Srinivasaraghavan

The goal of this book is to present new mathematical techniques for studying the behaviour of mean-field systems with disordered interactions. We mostly focus on certain problems of statistical inference in high dimension, and on spin…

Probability · Mathematics 2023-11-29 Tomas Dominguez , Jean-Christophe Mourrat

In this paper, we firstly present what is Interactive Evolutionary Computation (IEC) and rapidly how we have combined this artificial intelligence technique with an eye-tracker for visual optimization. Next, in order to correctly…

Human-Computer Interaction · Computer Science 2008-12-18 Denis Pallez , Laurent Brisson , Thierry Baccino

We present a novel approach for determining learners' second language proficiency which utilizes behavioral traces of eye movements during reading. Our approach provides stand-alone eyetracking based English proficiency scores which reflect…

Computation and Language · Computer Science 2018-04-25 Yevgeni Berzak , Boris Katz , Roger Levy

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil…

Machine Learning · Computer Science 2023-05-16 Carlos Puerto-Santana , Pedro Larrañaga , Concha Bielza

The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…

Statistical Mechanics · Physics 2022-10-25 M. Bruderer

We study a general class of random walks driven by a uniquely ergodic Markovian environment. Under a coupling condition on the environment we obtain strong ergodicity properties and concentration inequalities for the environment as seen…

Probability · Mathematics 2011-07-06 Frank Redig , Florian Völlering

The challenging problem of conducting fully Bayesian inference for the reaction rate constants governing stochastic kinetic models (SKMs) is considered. Given the challenges underlying this problem, the Markov jump process representation is…

Computation · Statistics 2019-01-10 Andrew Golightly , Emma Bradley , Tom Lowe , Colin S. Gillespie

Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti