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Full-Text Articles in Mathematics
Video Event Understanding With Pattern Theory, Fillipe Souza, Sudeep Sarkar, Anuj Srivastava, Jingyong Su
Video Event Understanding With Pattern Theory, Fillipe Souza, Sudeep Sarkar, Anuj Srivastava, Jingyong Su
MODVIS Workshop
We propose a combinatorial approach built on Grenander’s pattern theory to generate semantic interpretations of video events of human activities. The basic units of representations, termed generators, are linked with each other using pairwise connections, termed bonds, that satisfy predefined relations. Different generators are specified for different levels, from (image) features at the bottom level to (human) actions at the highest, providing a rich representation of items in a scene. The resulting configurations of connected generators provide scene interpretations; the inference goal is to parse given video data and generate high-probability configurations. The probabilistic structures are imposed using energies that …
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
A Pure-Jump Market-Making Model For High-Frequency Trading, Chi Wai Law
Open Access Dissertations
We propose a new market-making model which incorporates a number of realistic features relevant for high-frequency trading. In particular, we model the dependency structure of prices and order arrivals with novel self- and cross-exciting point processes. Furthermore, instead of assuming the bid and ask prices can be adjusted continuously by the market maker, we formulate the market maker's decisions as an optimal switching problem. Moreover, the risk of overtrading has been taken into consideration by allowing each order to have different size, and the market maker can make use of market orders, which are treated as impulse control, to get …