Interaction-aware Traffic Prediction and Scenario-based Model Predictive Control for Autonomous Vehicles on Highways

no code implementations • 11 Oct 2023 • Xiaorong Zhang, Sahar Zeinali, Georg Schildbach

This paper addresses the problem of traffic prediction and control of autonomous vehicles on highways.

Autonomous Vehicles Decision Making +2

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

1 code implementation • 10 Aug 2021 • Brian Ning, Sebastian Jaimungal, Xiaorong Zhang, Maxime Bergeron

We propose a hybrid method for generating arbitrage-free implied volatility (IV) surfaces consistent with historical data by combining model-free Variational Autoencoders (VAEs) with continuous time stochastic differential equation (SDE) driven models.

A Large-scale Study on Unsupervised Outlier Model Selection: Do Internal Strategies Suffice?

1 code implementation • 3 Apr 2021 • Martin Q. Ma, Yue Zhao, Xiaorong Zhang, Leman Akoglu

These so-called internal strategies solely rely on the input data (without labels) and the output (outlier scores) of the candidate models.

Model Selection Outlier Detection