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Simulating limit order books (LOBs) has important applications across forecasting and backtesting for financial market data. However, deep generative models struggle in this context due to the high noise and complexity of the data. Previous…

Trading and Market Microstructure · Quantitative Finance 2025-09-08 Alfred Backhouse , Kang Li , Jakob Foerster , Anisoara Calinescu , Stefan Zohren

Understanding current energy consumption behavior in communities is critical for informing future energy use decisions and enabling efficient energy management. Urban energy models, which are used to simulate these energy use patterns,…

Computational Engineering, Finance, and Science · Computer Science 2026-04-03 Saumya Sinha , Alexandre Cortiella , Rawad El Kontar , Andrew Glaws , Ryan King , Patrick Emami

The lateral position of vehicles within their lane is a decisive factor for the range of vision of vehicle sensors. This, in turn, is crucial for a vehicle's ability to perceive its environment and gain a high situational awareness by…

Robotics · Computer Science 2024-05-28 Nicole Neis , Juergen Beyerer

This paper investigates the optimal locations and capacities of hospital expansion facilities under uncertain future patient demands, considering both spatial and temporal correlations. We propose a novel two-stage distributionally robust…

Optimization and Control · Mathematics 2024-04-04 Aliaa Alnaggar , Faiza Farrukh

Grid mapping is a well established approach for environment perception in robotic and automotive applications. Early work suggests estimating the occupancy state of each grid cell in a robot's environment using a Bayesian filter to…

This paper describes a step-by-step procedure that converts a physical model of a building into a Markov Process that characterizes energy consumption of this and other similar buildings. Relative to existing thermo-physics-based building…

Systems and Control · Computer Science 2019-02-20 Roman Pop , Ali Hassan , Kenneth Bruninx , Michael Chertkov , Yury Dvorkin

A source traffic model for machine-to-machine communications is presented in this paper. We consider a model in which devices operate in a regular mode until they are triggered into an alarm mode by an alarm event. The positions of devices…

Networking and Internet Architecture · Computer Science 2017-09-05 Henning Thomsen , Carles Navarro Manchón , Bernard Henri Fleury

Travel demand models are critical tools for planning, policy, and mobility system design. Traditional activity-based models (ABMs), although grounded in behavioral theories, often rely on simplified rules and assumptions, and are costly to…

Machine Learning · Computer Science 2025-07-15 Xishun Liao , Haoxuan Ma , Yifan Liu , Yuxiang Wei , Brian Yueshuai He , Chris Stanford , Jiaqi Ma

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

Statistics Theory · Mathematics 2019-01-29 Nan Chen , Andrew J. Majda , Xin T. Tong

We propose a stochastic dynamic model of migration and economic aggregation in a system of employed (immobile) and unemployed (mobile) agents which respond to local wage gradients. Dependent on the local economic situation, described by a…

adap-org · Physics 2007-05-23 Frank Schweitzer

We describe techniques for the robust detection of community structure in some classes of time-dependent networks. Specifically, we consider the use of statistical null models for facilitating the principled identification of structural…

Data Analysis, Statistics and Probability · Physics 2013-04-16 Danielle S. Bassett , Mason A. Porter , Nicholas F. Wymbs , Scott T. Grafton , Jean M. Carlson , Peter J. Mucha

Reliably predicting future occupancy of highly dynamic urban environments is an important precursor for safe autonomous navigation. Common challenges in the prediction include forecasting the relative position of other vehicles, modelling…

Computer Vision and Pattern Recognition · Computer Science 2022-05-09 Khushdeep Singh Mann , Abhishek Tomy , Anshul Paigwar , Alessandro Renzaglia , Christian Laugier

Handover rate is one of the most import metrics to instruct mobility management and resource management in wireless cellular networks. In the literature, the mathematical expression of handover rate has been derived for homogeneous cellular…

Information Theory · Computer Science 2015-01-08 Bin Fang , Wuyang Zhou

Many real-world networks known as attributed networks contain two types of information: topology information and node attributes. It is a challenging task on how to use these two types of information to explore structural regularities. In…

Physics and Society · Physics 2019-01-28 Zhenhai Chang , Caiyan Jia , Xianjun Yin , Yimei Zheng

This paper is the second part of a two-part series presenting the results from an experimental demonstration of frequency regulation in a commercial building test facility. In Part I, we developed relevant building models and designed a…

Optimization and Control · Mathematics 2016-05-19 Evangelos Vrettos , Emre C. Kara , Jason MacDonald , Göran Andersson , Duncan S. Callaway

In this paper, we propose OccTENS, a generative occupancy world model that enables controllable, high-fidelity long-term occupancy generation while maintaining computational efficiency. Different from visual generation, the occupancy world…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Bu Jin , Songen Gu , Xiaotao Hu , Yupeng Zheng , Xiaoyang Guo , Qian Zhang , Xiaoxiao Long , Wei Yin

This report considers the class of applications of sensor networks in which each sensor node makes measurements, such as temperature or humidity, at the precise location of the node. Such spot-sensing applications approximate the physical…

Networking and Internet Architecture · Computer Science 2010-03-26 Xiaoyu Chu , Harish Sethu

This paper describes a system whereby a robot detects and track human-meaningful navigational cues as it navigates in an indoor environment. It is intended as the sensor front-end for a mobile robot system that can communicate its…

Robotics · Computer Science 2019-03-12 Payam Nikdel , Richard Vaughan

Generative network models are extremely useful for understanding the mechanisms that operate in network formation and are widely used across several areas of knowledge. However, when it comes to bipartite networks -- a class of network…

Physics and Society · Physics 2019-10-29 Demival Vasques Filho , Dion R. J. O'Neale

Stochastic kinetic models (SKMs) are increasingly used to account for the inherent stochasticity exhibited by interacting populations of species in areas such as epidemiology, population ecology and systems biology. Species numbers are…

Computation · Statistics 2023-04-06 Tom E. Lowe , Andrew Golightly , Chris Sherlock