English
Related papers

Related papers: Detecting Changes in Asset Co-Movement Using the A…

200 papers

In panel data subject to nonignorable attrition, auxiliary (refreshment) sampling may restore full identification under weak assumptions on the attrition process. Despite their generality, these identification strategies have seen limited…

Econometrics · Economics 2025-12-16 Grigory Franguridi , Jinyong Hahn , Pierre Hoonhout , Arie Kapteyn , Geert Ridder

Skeleton-based action recognition receives increasing attention because the skeleton representations reduce the amount of training data by eliminating visual information irrelevant to actions. To further improve the sample efficiency,…

Computer Vision and Pattern Recognition · Computer Science 2022-09-22 Anqi Zhu , Qiuhong Ke , Mingming Gong , James Bailey

Recurrent Neural Networks (RNNs) have emerged as an interesting alternative to conventional material modeling approaches, particularly for nonlinear path dependent materials. Remarkable computational enhancements are obtained using RNNs…

Computational Engineering, Finance, and Science · Computer Science 2024-09-05 Petter Uvdal , Mohsen Mirkhalaf

Several novel statistical methods have been developed to estimate large integrated volatility matrices based on high-frequency financial data. To investigate their asymptotic behaviors, they require a sub-Gaussian or finite high-order…

Statistics Theory · Mathematics 2023-08-15 Minseok Shin , Donggyu Kim , Jianqing Fan

In the present work we address the problem of evaluating the historical performance of a trading strategy or a certain portfolio of assets. Common indicators such as the Sharpe ratio and the risk adjusted return have significant drawbacks.…

Risk Management · Quantitative Finance 2011-02-10 M. Bartolozzi , C. Mellen

Future Active Debris Removal (ADR) and On Orbit Servicing (OOS) missions demand for elaborate closed loop controllers. Feasible control architectures should take into consideration the inherent coupling of the free floating dynamics and the…

Systems and Control · Electrical Eng. & Systems 2024-05-14 Lasse Shala , Shubham Vyas , Mohamed Khalil Ben-Larbi , Shivesh Kumar , Enrico Stoll

Frame prediction based on AutoEncoder plays a significant role in unsupervised video anomaly detection. Ideally, the models trained on the normal data could generate larger prediction errors of anomalies. However, the correlation between…

Computer Vision and Pattern Recognition · Computer Science 2023-03-10 Xiangyu Huang , Caidan Zhao , Jinghui Yu , Chenxing Gao , Zhiqiang Wu

The application of machine learning techniques for anomaly detection in particle accelerators has gained popularity in recent years. These efforts have ranged from the analysis of quenches in radio frequency cavities and superconducting…

Accelerator Physics · Physics 2021-12-16 Jonathan P. Edelen , Nathan M. Cook

This study delves into the domain of dynamical systems, specifically the forecasting of dynamical time series defined through an evolution function. Traditional approaches in this area predict the future behavior of dynamical systems by…

Methodology · Statistics 2024-02-12 Akifumi Okuno , Yuya Morishita , Yoh-ichi Mototake

Receptor occupancy (RO) studies using PET neuroimaging play a critical role in the development of drugs targeting the central nervous system (CNS). The conventional approach to estimate drug receptor occupancy consists in estimation of…

Autoencoders can be challenged by spatially non-uniform sampling of image content. This is common in medical imaging, biology, and physics, where informative patterns occur rarely at specific image coordinates, as background dominates these…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Alejandro Castañeda Garcia , Jan van Gemert , Daan Brinks , Nergis Tömen

Segmenting anatomical structures in medical images has been successfully addressed with deep learning methods for a range of applications. However, this success is heavily dependent on the quality of the image that is being segmented. A…

Image and Video Processing · Electrical Eng. & Systems 2020-07-06 Ilkay Oksuz , James R. Clough , Bram Ruijsink , Esther Puyol Anton , Aurelien Bustin , Gastao Cruz , Claudia Prieto , Andrew P. King , Julia A. Schnabel

Robo-advisors (RAs) are automated portfolio management systems that complement traditional financial advisors by offering lower fees and smaller initial investment requirements. While most existing RAs rely on static, one-period allocation…

Portfolio Management · Quantitative Finance 2026-01-15 Tomasz R. Bielecki , Igor Cialenco

Traditional approaches to financial asset allocation start with returns forecasting followed by an optimization stage that decides the optimal asset weights. Any errors made during the forecasting step reduce the accuracy of the asset…

Portfolio Management · Quantitative Finance 2022-06-08 Damian Kisiel , Denise Gorse

While a substantial literature on structural break change point analysis exists for univariate time series, research on large panel data models has not been as extensive. In this paper, a novel method for estimating panel models with…

Econometrics · Economics 2021-09-24 Oualid Bada , Alois Kneip , Dominik Liebl , Tim Mensinger , James Gualtieri , Robin C. Sickles

This paper presents the recurrent estimation of distributions (RED) for modeling real-valued data in a semiparametric fashion. RED models make two novel uses of recurrent neural networks (RNNs) for density estimation of general real-valued…

Machine Learning · Computer Science 2017-05-31 Junier B. Oliva , Kumar Avinava Dubey , Barnabas Poczos , Eric Xing , Jeff Schneider

Autoencoders are neural network formulations where the input and output of the network are identical and the goal is to identify the hidden representation in the provided datasets. Generally, autoencoders project the data nonlinearly onto a…

Signal Processing · Electrical Eng. & Systems 2019-07-10 Debjani Bhowick , Deepak K. Gupta , Saumen Maiti , Uma Shankar

The ability of widely distributed radar systems to capture diverse spatial scattering properties substantially improves radar imaging performance. Traditional imaging methods leverage regularized optimization techniques to reconstruct…

Signal Processing · Electrical Eng. & Systems 2023-07-18 Ahmed Murtada , Bhavani Shankar Mysore Rama Rao , Udo Schroeder

Randomized Controlled Trials (RCT) are the current gold standards to empirically measure the effect of a new drug. However, they may be of limited size and resorting to complementary non-randomized data, referred to as observational, is…

Methodology · Statistics 2025-06-11 Ahmed Boughdiri , Julie Josse , Erwan Scornet

Most autonomous driving safety benchmarks use time-to-collision (TTC) to assess risk and guide safe behaviour. However, TTC-based methods treat risk as a one-dimensional closing problem, despite the inherently two-dimensional nature of…

‹ Prev 1 8 9 10 Next ›