English
Related papers

Related papers: Detecting Edgeworth Cycles

200 papers

Anomaly detection is not an easy problem since distribution of anomalous samples is unknown a priori. We explore a novel method that gives a trade-off possibility between one-class and two-class approaches, and leads to a better performance…

Machine Learning · Statistics 2020-05-26 Maxim Borisyak , Artem Ryzhikov , Andrey Ustyuzhanin , Denis Derkach , Fedor Ratnikov , Olga Mineeva

State-of-the-art lidar place recognition models exhibit unreliable performance when tested on environments different from their training dataset, which limits their use in complex and evolving environments. To address this issue, we…

Computer Vision and Pattern Recognition · Computer Science 2023-07-13 Keita Mason , Joshua Knights , Milad Ramezani , Peyman Moghadam , Dimity Miller

This paper investigates the impacts of competition in autonomous mobility-on-demand systems. By adopting a network-flow based formulation, we first determine the optimal strategies of profit-maximizing platform operators in monopoly and…

Optimization and Control · Mathematics 2021-07-27 Berkay Turan , Mahnoosh Alizadeh

Search in cyclic AND/OR graphs was traditionally known to be an unsolved problem. In the recent past several important studies have been reported in this domain. In this paper, we have taken a fresh look at the problem. First, a new and…

Artificial Intelligence · Computer Science 2007-05-23 Ambuj Mahanti , Supriyo Ghose , Samir K. Sadhukhan

The behavior of complex systems is one of the most intriguing phenomena investigated by recent science; natural and artificial systems offer a wide opportunity for this kind of analysis. The energy conversion is both a process based on…

Theoretical Economics · Economics 2020-05-01 Luciano Celi , Claudio Della Volpe , Luca Pardi , Stefano Siboni

We propose the Hawkes flocking model that assesses systemic risk in high-frequency processes at the two perspectives -- endogeneity and interactivity. We examine the futures markets of WTI crude oil and gasoline for the past decade, and…

Trading and Market Microstructure · Quantitative Finance 2020-12-09 Hyun Jin Jang , Kiseop Lee , Kyungsub Lee

We develop the theory of linear evolution equations associated with the adjacency matrix of a graph, focusing in particular on infinite graphs of two kinds: uniformly locally finite graphs as well as locally finite line graphs. We discuss…

Dynamical Systems · Mathematics 2018-07-26 Delio Mugnolo

We construct multigrid methods for an elliptic distributed optimal control problem that are robust with respect to a regularization parameter. We prove the uniform convergence of the $W$-cycle algorithm and demonstrate the performance of…

Numerical Analysis · Mathematics 2018-12-03 Susanne C. Brenner , Sijing Liu , Li-yeng Sung

Motivated by an example from remote sensing of gas emission sources, we derive two novel change point procedures for multivariate time series where, in contrast to classical change point literature, the changes are not required to be…

Methodology · Statistics 2020-04-07 Idris Eckley , Claudia Kirch , Silke Weber

Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…

Statistical Finance · Quantitative Finance 2021-08-13 Peter Akioyamen , Yi Zhou Tang , Hussien Hussien

A model is proposed to allocate Formula One World Championship prize money among the constructors. The methodology is based on pairwise comparison matrices, allows for the use of any weighting method, and makes possible to tune the level of…

General Economics · Economics 2021-06-15 Dóra Gréta Petróczy , László Csató

Accurately knowing uncertainties in appearance-based gaze tracking is critical for ensuring reliable downstream applications. Due to the lack of individual uncertainty labels, current uncertainty-aware approaches adopt probabilistic models…

Computer Vision and Pattern Recognition · Computer Science 2026-03-13 Qiaojie Zheng , Jiucai Zhang , Xiaoli Zhang

Non-stationary systems are found throughout the world, from climate patterns under the influence of variation in carbon dioxide concentration, to brain dynamics driven by ascending neuromodulation. Accordingly, there is a need for methods…

Data Analysis, Statistics and Probability · Physics 2024-07-15 Kieran S. Owens , Ben D. Fulcher

The possibilities of detecting high energy neutrinos through inclined showers produced in the atmosphere are addressed with an emphasis on the detection of air showers by arrays of particle detectors. Rates of inclined showers produced by…

Astrophysics · Physics 2011-05-12 Enrique Zas

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Recent findings suggest that abnormal operating conditions of equipment in the oil and gas supply chain represent a large fraction of anthropogenic methane emissions. Thus, effective mitigation of emissions necessitates rapid identification…

Applications · Statistics 2021-09-06 Amir Montazeri , Xiaochi Zhou , John D. Albertson

This letter deals with the problem of clutter edge detection and localization in training data. To this end, the problem is formulated as a binary hypothesis test assuming that the ranks of the clutter covariance matrix are known, and…

Signal Processing · Electrical Eng. & Systems 2022-03-14 Tianqi Wang , Da Xu , Chengpeng Hao , Pia Addabbo , Danilo Orlando

There is growing concern about tacit collusion using algorithmic pricing, and regulators need tools to help detect the possibility of such collusion. This paper studies how to design a hypothesis testing framework in order to decide whether…

Computer Science and Game Theory · Computer Science 2020-03-31 Pedro Hespanhol , Anil Aswani

The complex eigenvalues of Markov generators govern oscillatory properties of relaxation, autocorrelation, and linear response. Here we show that these eigenvalues are localized by nonequilibrium cycles of the generator, thus revealing a…

Statistical Mechanics · Physics 2026-05-18 Artemy Kolchinsky , Naruo Ohga , Sosuke Ito

The global trade in electronic and electrical goods is complicated by the challenge of identifying e-waste, which is often misclassified to evade regulations. Traditional analysis methods struggle to discern the underlying patterns of this…

General Economics · Economics 2025-09-30 Muhammad Sukri Bin Ramli