pwc-archive/papers-with-abstracts huggingface dataset:
Risk Management Core -- Towards an Explicit Representation of Risk in Automated Driving
Authors: Nayel Fabian Salem, Thomas Kirschbaum, Marcus Nolte, Christian Lalitsch-Schneider, Robert Graubohm, Jan Reich, Markus Maurer
Date: 2023-02-15 00:00:00
Tasks: Management

While current automotive safety standards provide implicit guidance on how unreasonable risk can be avoided, manufacturers are required to specify risk acceptance criteria for Automated Driving Systems (SAE Level 3 and higher). However, the 'unreasonable' level of risk of Automated Driving Systems is not yet concisely defined. Solely applying current safety standards to such novel systems could potentially not be sufficient for their acceptance. As risk is managed with implicit knowledge about safety measures in existing automotive standards, an explicit alignment with risk acceptance criteria is challenging. Hence, we propose an approach for an explicit representation and management of risk, which we call the Risk Management Core. The proposal of this process framework is based on requirements elicited from current safety standards and is applied to the task of specifying safe behavior for an Automated Driving System in an example scenario.
Prescribed Time Time-varying Output Formation Tracking for Uncertain Heterogeneous Multi-agent Systems
Authors: Binghe An, Bo wang, Huijin Fan, Lei Liu, Yongji Wang
Date: 2023-02-15 00:00:00

The time-varying output formation tracking for the heterogeneous multi-agent systems (MAS) is investigated in this paper. First, a distributed observer is constructed for followers to estimate the states of the leader, which can ensure that the estimation error converges to the origin in the prescribed time. Then, the local formation controller is designed for each follower based on the estimation of the observer, under which, the formation errors converge to the origin in the prescribed time as well. That is, the settling time of the whole system can be predefined in advance. It's noted that not only the uncertainties in the state matrix but also the uncertainties in the input matrix are considered, which makes the problem more practical. Last, a simulation is performed to show the effectiveness of the proposed approach.
Preventive-Corrective Cyber-Defense: Attack-Induced Region Minimization and Cybersecurity Margin Maximization
Authors: Jiazuo Hou, Fei Teng, Wenqian Yin, Yue Song, Yunhe Hou
Date: 2023-02-15 00:00:00

False data injection (FDI) cyber-attacks on power systems can be prevented by strategically selecting and protecting a sufficiently large measurement subset, which, however, requires adequate cyber-defense resources for measurement protection. With any given cyber-defense resource, this paper proposes a preventive-corrective cyber-defense strategy, which minimizes the FDI attack-induced region in a preventive manner, followed by maximizing the cybersecurity margin in a corrective manner. First, this paper proposes a preventive cyber-defense strategy that minimizes the volume of the FDI attack-induced region via preventive allocation of any given measurement protection resource. Particularly, a sufficient condition for constructing the FDI unattackable lines is proposed, indicating that the FDI cyber-attack could be locally rather than globally prevented. Then, given a non-empty FDI attack-induced region, this paper proposes a corrective cyber-defense strategy that maximizes the cybersecurity margin, leading to a trade-off between the safest-but-expensive operation point (i.e., Euclidean Chebyshev center) and the cheapest-but-dangerous operation point. Simulation results on a modified IEEE 14 bus system verify the effectiveness and cost-effectiveness of the proposed preventive-corrective cyber-defense strategy.
Consensus-based Networked Tracking in Presence of Heterogeneous Time-Delays
Authors: Mohammadreza Doostmohammadian, Mohammad Pirani, Usman A. Khan
Date: 2023-02-15 00:00:00
Tasks: Fault Detection

We propose a distributed (single) target tracking scheme based on networked estimation and consensus algorithms over static sensor networks. The tracking part is based on linear time-difference-of-arrival (TDOA) measurement proposed in our previous works. This paper, in particular, develops delay-tolerant distributed filtering solutions over sparse data-transmission networks. We assume general arbitrary heterogeneous delays at different links. This may occur in many realistic large-scale applications where the data-sharing between different nodes is subject to latency due to communication-resource constraints or large spatially distributed sensor networks. The solution we propose in this work shows improved performance (verified by both theory and simulations) in such scenarios. Another privilege of such distributed schemes is the possibility to add localized fault-detection and isolation (FDI) strategies along with survivable graph-theoretic design, which opens many follow-up venues to this research. To our best knowledge no such delay-tolerant distributed linear algorithm is given in the existing distributed tracking literature.
Robust Safety under Stochastic Uncertainty with Discrete-Time Control Barrier Functions
Authors: Ryan K. Cosner, Preston Culbertson, Andrew J. Taylor, Aaron D. Ames
Date: 2023-02-15 00:00:00

Robots deployed in unstructured, real-world environments operate under considerable uncertainty due to imperfect state estimates, model error, and disturbances. Given this real-world context, the goal of this paper is to develop controllers that are provably safe under uncertainties. To this end, we leverage Control Barrier Functions (CBFs) which guarantee that a robot remains in a ``safe set'' during its operation -- yet CBFs (and their associated guarantees) are traditionally studied in the context of continuous-time, deterministic systems with bounded uncertainties. In this work, we study the safety properties of discrete-time CBFs (DTCBFs) for systems with discrete-time dynamics and unbounded stochastic disturbances. Using tools from martingale theory, we develop probabilistic bounds for the safety (over a finite time horizon) of systems whose dynamics satisfy the discrete-time barrier function condition in expectation, and analyze the effect of Jensen's inequality on DTCBF-based controllers. Finally, we present several examples of our method synthesizing safe control inputs for systems subject to significant process noise, including an inverted pendulum, a double integrator, and a quadruped locomoting on a narrow path.
Cooperative Driving for Speed Harmonization in Mixed-Traffic Environments
Authors: Zhe Fu, Abdul Rahman Kreidieh, Han Wang, Jonathan W. Lee, Maria Laura Delle Monache, Alexandre M. Bayen
Date: 2023-02-15 00:00:00
Tasks: Autonomous Driving

Autonomous driving systems present promising methods for congestion mitigation in mixed autonomy traffic control settings. In particular, when coupled with even modest traffic state estimates, such systems can plan and coordinate the behaviors of automated vehicles (AVs) in response to observed downstream events, thereby inhibiting the continued propagation of congestion. In this paper, we present a two-layer control strategy in which the upper layer proposes the desired speeds that predictively react to the downstream state of traffic, and the lower layer maintains safe and reasonable headways with leading vehicles. This method is demonstrated to achieve an average of over 15% energy savings within simulations of congested events observed in Interstate 24 with only 4% AV penetration, while restricting negative externalities imposed on traveling times and mobility. The proposed strategy that served as part of the "speed planner" was deployed on 100 AVs in a massive traffic experiment conducted on Nashville's I-24 in November 2022.
Optimal Cruise Airspeed for Hybrid-Electric and Electric Aircraft: Applications to Air Mobility
Authors: Steven Li, Luis Rodrigues
Date: 2023-02-14 00:00:00

Electric and hybrid-electric aircraft can help our society transition towards more sustainable aviation and lower greenhouse gas (GHG) emissions. This paper provides solutions to minimize the direct operating cost (DOC) for hybrid-electric aircraft. The solution is the positive real root of a quintic polynomial which is derived using Pontryagin's minimum principle. By properly selecting a hybridization factor, one can also find the cruise airspeed corresponding to the minimum DOC of an electric aircraft. The optimal airspeed is integrated into the Rapidly-exploring Random Trees Star (RRT*) path planning algorithm. The minimum DOC solutions are investigated in a hybrid-electric international travel scenario and the path planning approach is applied to an electric aircraft city scenario.
Cooperative Perception for Safe Control of Autonomous Vehicles under LiDAR Spoofing Attacks
Authors: Hongchao Zhang, Zhouchi Li, Shiyu Cheng, Andrew Clark
Date: 2023-02-14 00:00:00
Tasks: Autonomous Vehicles, Fault Detection

Autonomous vehicles rely on LiDAR sensors to detect obstacles such as pedestrians, other vehicles, and fixed infrastructures. LiDAR spoofing attacks have been demonstrated that either create erroneous obstacles or prevent detection of real obstacles, resulting in unsafe driving behaviors. In this paper, we propose an approach to detect and mitigate LiDAR spoofing attacks by leveraging LiDAR scan data from other neighboring vehicles. This approach exploits the fact that spoofing attacks can typically only be mounted on one vehicle at a time, and introduce additional points into the victim's scan that can be readily detected by comparison from other, non-modified scans. We develop a Fault Detection, Identification, and Isolation procedure that identifies non-existing obstacle, physical removal, and adversarial object attacks, while also estimating the actual locations of obstacles. We propose a control algorithm that guarantees that these estimated object locations are avoided. We validate our framework using a CARLA simulation study, in which we verify that our FDII algorithm correctly detects each attack pattern.
Solid State Neuroscience: Spiking Neural Networks as Time Matter
Authors: Marcelo J. Rozenberg
Date: 2023-02-16 00:00:00

We aim at building a bridge between to {\it a priori} disconnected fields: Neuroscience and Material Science. We construct an analogy based on identifying spikes events in time with the positions of particles of matter. We show that one may think of the dynamical states of spiking neurons and spiking neural networks as {\it time-matter}. Namely, a structure of spike-events in time having analogue properties to that of ordinary matter. We can define for neural systems notions equivalent to the equations of state, phase diagrams and their phase transitions. For instance, the familiar Ideal Gas Law relation (P$v$ = constant) emerges as analogue of the Ideal Integrate and Fire neuron model relation ($I_{in}$ISI = constant). We define the neural analogue of the spatial structure correlation function, that can characterize spiking states with temporal long-range order, such as regular tonic spiking. We also define the ``neuro-compressibility'' response function in analogy to the lattice compressibility. We show that similarly to the case of ordinary matter, the anomalous behavior of the neuro-compressibility is a precursor effect that signals the onset of changes in spiking states. We propose that the notion of neuro-compressibility may open the way to develop novel medical tools for the early diagnose of diseases. It may allow to predict impending anomalous neural states, such as Parkinson's tremors, epileptic seizures, electric cardiopathies, and perhaps may even serve as a predictor of the likelihood of regaining consciousness.
Statistical Theory of Asymmetric Damage Segregation in Clonal Cell Populations
Authors: Arkady Pikovsky, Lev S. Tsimring
Date: 2023-02-16 00:00:00

Asymmetric damage segregation (ADS) is ubiquitous among unicellular organisms: After a mother cell divides, its two daughter cells receive sometimes slightly, sometimes strongly different fractions of damaged proteins accumulated in the mother cell. Previous studies demonstrated that ADS provides a selective advantage over symmetrically dividing cells by rejuvenating and perpetuating the population as a whole. In this work we focus on the statistical properties of damage in individual lineages and the overall damage distributions in growing populations for a variety of ADS models with different rules governing damage accumulation, segregation, and the lifetime dependence on damage. We show that for a large class of deterministic ADS rules the trajectories of damage along the lineages are chaotic, and the distributions of damage in cells born at a given time asymptotically becomes fractal. By exploiting the analogy of linear ADS models with the Iterated Function Systems known in chaos theory, we derive the Frobenius-Perron equation for the stationary damage density distribution and analytically compute the damage distribution moments and fractal dimensions. We also investigate nonlinear and stochastic variants of ADS models and show the robustness of the salient features of the damage distributions.
Global and local characterization of rock classification by Gabor and DCT filters with a color texture descriptor
Authors: J. Wognin Vangah, Sié Ouattara, Gbélé Ouattara, Alain Clément
Date: 2023-02-16 00:00:00

In the automatic classification of colored natural textures, the idea of proposing methods that reflect human perception arouses the enthusiasm of researchers in the field of image processing and computer vision. Therefore, the color space and the methods of analysis of color and texture, must be discriminating to correspond to the human vision. Rock images are a typical example of natural images and their analysis is of major importance in the rock industry. In this paper, we combine the statistical (Local Binary Pattern (LBP) with Hue Saturation Value (HSV) and Red Green Blue (RGB) color spaces fusion) and frequency (Gabor filter and Discrete Cosine Transform (DCT)) descriptors named respectively Gabor Adjacent Local Binary Pattern Color Space Fusion (G-ALBPCSF) and DCT Adjacent Local Binary Pattern Color Space Fusion (D-ALBPCSF) for the extraction of visual textural and colorimetric features from direct view images of rocks. The textural images from the two G-ALBPCSF and D-ALBPCSF approaches are evaluated through similarity metrics such as Chi2 and the intersection of histograms that we have adapted to color histograms. The results obtained allowed us to highlight the discrimination of the rock classes. The proposed extraction method provides better classification results for various direct view rock texture images. Then it is validated by a confusion matrix giving a low error rate of 0.8% of classification.
Dual-mode adaptive-SVD ghost imaging
Authors: Dajing Wang, Baolei Liu, Jiaqi Song, Yao Wang, Xuchen Shan, Fan Wang
Date: 2023-02-14 00:00:00
Tasks: Edge Detection

In this paper, we present a dual-mode adaptive singular value decomposition ghost imaging (A-SVD GI), which can be easily switched between the modes of imaging and edge detection. It can adaptively localize the foreground pixels via a threshold selection method. Then only the foreground region is illuminated by the singular value decomposition (SVD) - based patterns, consequently retrieving high-quality images with fewer sampling ratios. By changing the selecting range of foreground pixels, the A-SVD GI can be switched to the mode of edge detection to directly reveal the edge of objects, without needing the original image. We investigate the performance of these two modes through both numerical simulations and experiments. We also develop a single-round scheme to halve measurement numbers in experiments, instead of separately illuminating positive and negative patterns in traditional methods. The binarized SVD patterns, generated by the spatial dithering method, are modulated by a digital micromirror device (DMD) to speed up the data acquisition. This dual-mode A-SVD GI can be applied in various applications, such as remote sensing or target recognition, and could be further extended for multi-modality functional imaging/detection.
Path Integral Method for Pricing Proportional Step Double-Barrier Option with Time Dependent Parameters
Authors: Qi Chen, Chao Guo
Date: 2023-02-15 00:00:00

Path integral method in quantum mechanics provides a new thinking for barrier option pricing. For proportional double-barrier step (PDBS) options, the option price changing process is analogous to a particle moving in a finite symmetric square potential well. We have derived the pricing kernel of PDBS options with time dependent interest rate and volatility. Numerical results of option price as a function of underlying asset price are shown as well. Path integral method can be easily generalized to the pricing of PDBS options with curved boundaries.
Reevaluating the Taylor Rule with Machine Learning
Authors: Alper Deniz Karakas
Date: 2023-02-07 00:00:00
Tasks: regression

This paper aims to reevaluate the Taylor Rule, through a linear and a nonlinear method, such that its estimated federal funds rates match those actually previously implemented by the Federal Reserve Bank. In the linear method, this paper uses an OLS regression model to find more accurate coefficients within the same Taylor Rule equation in which the dependent variable is the federal funds rate, and the independent variables are the inflation rate, the inflation gap, and the output gap. The intercept in the OLS regression model would capture the constant equilibrium target real interest rate set at 2. The linear OLS method suggests that the Taylor Rule overestimates the output gap and standalone inflation rate's coefficients for the Taylor Rule. The coefficients this paper suggests are shown in equation (2). In the nonlinear method, this paper uses a machine learning system in which the two inputs are the inflation rate and the output gap and the output is the federal funds rate. This system utilizes gradient descent error minimization to create a model that minimizes the error between the estimated federal funds rate and the actual previously implemented federal funds rate. Since the machine learning system allows the model to capture the more realistic nonlinear relationship between the variables, it significantly increases the estimation accuracy as a result. The actual and estimated federal funds rates are almost identical besides three recessions caused by bubble bursts, which the paper addresses in the concluding remarks. Overall, the first method provides theoretical insight while the second suggests a model with improved applicability.
Wargames as Data: Addressing the Wargamer's Trilemma
Authors: Andrew W. Reddie, Ruby E. Booth, Bethany L. Goldblum, Kiran Lakkaraju, Jason Reinhardt
Date: 2023-02-16 00:00:00

Policymakers often want the very best data with which to make decisions--particularly when concerned with questions of national and international security. But what happens when this data is not available? In those instances, analysts have come to rely on synthetic data-generating processes--turning to modeling and simulation tools and survey experiments among other methods. In the cyber domain, where empirical data at the strategic level are limited, this is no different--cyber wargames are quickly becoming a principal method for both exploring and analyzing the security challenges posed by state and non-state actors in cyberspace. In this chapter, we examine the design decisions associated with this method.
The Science of Startups: The Impact of Founder Personalities on Company Success
Authors: Paul X. McCarthy, Xian Gong, Fabian Stephany, Fabian Braesemann, Marian-Andrei Rizoiu, Margaret L. Kern
Date: 2023-02-15 00:00:00

Startup companies solve many of today's most complex and challenging scientific, technical and social problems, such as the decarbonisation of the economy, air pollution, and the development of novel life-saving vaccines. Startups are a vital source of social, scientific and economic innovation, yet the most innovative are also the least likely to survive. The probability of success of startups has been shown to relate to several firm-level factors such as industry, location and the economy of the day. Still, attention has increasingly considered internal factors relating to the firm's founding team, including their previous experiences and failures, their centrality in a global network of other founders and investors as well as the team's size. The effects of founders' personalities on the success of new ventures are mainly unknown. Here we show that founder personality traits are a significant feature of a firm's ultimate success. We draw upon detailed data about the success of a large-scale global sample of startups. We found that the Big 5 personality traits of startup founders across 30 dimensions significantly differed from that of the population at large. Key personality facets that distinguish successful entrepreneurs include a preference for variety, novelty and starting new things (openness to adventure), like being the centre of attention (lower levels of modesty) and being exuberant (higher activity levels). However, we do not find one "Founder-type" personality; instead, six different personality types appear, with startups founded by a "Hipster, Hacker and Hustler" being twice as likely to succeed. Our results also demonstrate the benefits of larger, personality-diverse teams in startups, which has the potential to be extended through further research into other team settings within business, government and research.
Market-Based Probability of Stock Returns
Authors: Victor Olkhov
Date: 2023-02-06 00:00:00
Tasks: Time Series, Time Series Analysis

This paper describes the dependence of market-based statistical moments of returns on statistical moments and correlations of the current and past trade values. We use Markowitz's definition of value weighted return of a portfolio as the definition of market-based average return of trades during the averaging period. Then we derive the dependence of market-based volatility and higher statistical moments of returns on statistical moments, volatilities, and correlations of the current and past trade values. We derive the approximations of the characteristic function and the probability of returns by a finite number q of market-based statistical moments. To forecast market-based average and volatility of returns at horizon T, one should predict the first two statistical moments and correlation of current and past trade values at the same horizon. We discuss the economic reasons that limit the number of predicted statistical moments of returns by the first two. That limits the accuracy of the forecasts of probability of returns by the accuracy of the Gaussian approximations. To improve the reliability of large macroeconomic and market models like BlackRock's Aladdin, JP Morgan, and the U.S. Fed., the developers should use market-based statistical moments of returns.
Silkswap: An asymmetric automated market maker model for stablecoins
Authors: Nicola Cantarutti, Alex Harker, Carter Woetzel
Date: 2023-01-21 00:00:00

Silkswap is an automated market maker model designed for efficient stablecoin trading with minimal price impact. The original purpose of Silkswap is to facilitate the trading of fiat-pegged stablecoins with the stablecoin Silk, but it can be applied to any pair of stablecoins. The Silkswap invariant is a hybrid function that generates an asymmetric price impact curve. We present the derivation of the Silkswap model and its mathematical properties. We also compare different numerical methods used to solve the invariant equation. Finally, we compare our model with the well-known Curve Finance model.