A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Optimization algorithm CoCo improves causal inference from diverse data.
Self-training outperforms pre-training on COCO object detection and segmentation datasets.
CoCos can increase financial fragility in certain network structures.
QC-ST and CoCo methods correct batch effects in metabolomics data.
Contingent Convertible bonds (CoCos) are debt instruments that convert into equity or are written down in times of distress. Existing pricing models assume conversion triggers based on market prices and on the assumption that markets can always observe all relevant firm information. But all Cocos issued so far have tri…
Improves instance segmentation accuracy by integrating low-level features.
COCO-GAN generates images by parts using spatial coordinates, achieving state-of-the-art quality.
We develop a pricing model for Sovereign Contingent Convertible bonds (S-CoCo) with payment standstills triggered by a sovereign's Credit Default Swap (CDS) spread. We model CDS spread regime switching, which is prevalent during crises, as a hidden Markov process, coupled with a mean-reverting stochastic process of spr…
We introduce COCO, an open source platform for Comparing Continuous Optimizers in a black-box setting. COCO aims at automatizing the tedious and repetitive task of benchmarking numerical optimization algorithms to the greatest possible extent. The platform and the underlying methodology allow to benchmark in the same f…
The paper examines how CoCo bonds can enhance financial stability in interconnected banking systems.
The backpropagation (BP) algorithm is often thought to be biologically implausible in the brain. One of the main reasons is that BP requires symmetric weight matrices in the feedforward and feedback pathways. To address this "weight transport problem" (Grossberg, 1987), two more biologically plausible algorithms, propo…
Humans take advantage of real world symmetries for various tasks, yet capturing their superb symmetry perception mechanism with a computational model remains elusive. Motivated by a new study demonstrating the extremely high inter-person accuracy of human perceived symmetries in the wild, we have constructed the first …
Collecting large training datasets, annotated with high-quality labels, is costly and time-consuming. This paper proposes a novel framework for training deep convolutional neural networks from noisy labeled datasets that can be obtained cheaply. The problem is formulated using an undirected graphical model that represe…
Cluster analysis is a fundamental tool for pattern discovery of complex heterogeneous data. Prevalent clustering methods mainly focus on vector or matrix-variate data and are not applicable to general-order tensors, which arise frequently in modern scientific and business applications. Moreover, there is a gap between …
After the beginning of the credit and liquidity crisis, financial institutions have been considering creating a convertible-bond type contract focusing on Capital. Under the terms of this contract, a bond is converted into equity if the authorities deem the institution to be under-capitalized. This paper discusses this…
In this paper we analyze an extension of the Jeanblanc and Valchev (2005) model by considering a short-term uncertainty model with two noises. It is a combination of the ideas of Duffie and Lando (2001) and Jeanblanc and Valchev (2005): share quotations of the firm are available at the financial market, and these can b…
Proposes group whitening to enhance deep learning models' performance.
Recent work has shown that exploiting relations between labels improves the performance of multi-label classification. We propose a novel framework based on generative adversarial networks (GANs) to model label dependency. The discriminator learns to model label dependency by discriminating real and generated label set…
Paper presents attacks on real-time object detection systems.
Paper introduces MCSD, a method for uncertainty estimation in deep learning.
In the context of Multi Instance Learning, we analyze the Single Instance (SI) learning objective. We show that when the data is unbalanced and the family of classifiers is sufficiently rich, the SI method is a useful learning algorithm. In particular, we show that larger data imbalance, a quality that is typically per…
Recent object detectors use four-coordinate bounding box (bbox) regression to predict object locations. Providing additional information indicating the object positions and coordinates will improve detection performance. Thus, we propose two types of masks: a bbox mask and a bounding shape (bshape) mask, to represent t…
Optimal bounds on regret and constraint violation in adversarial COCO.
Benchmark improves object detection robustness in winter weather.
This study evaluates Bayesian optimization algorithms on a wide range of problems.
We consider a challenging multi-label classification problem where both feature matrix $\X$ and label matrix $\Y$ have missing entries. An existing method concatenated $\X$ and $\Y$ as $[\X; \Y]$ and applied a matrix completion (MC) method to fill the missing entries, under the assumption that $[\X; \Y]$ is of low-rank…
Improved COCO algorithms with better constraint control.
Edge device deep learning improved with noise handling model.
Mish is a new activation function that improves neural network performance.
New dataset and benchmarks for lifelong robotic vision tasks.
BlockSwap finds optimal block combinations for efficient network compression.
Proposes a new method to generate unrestricted adversarial examples.
Paper uses SSD to detect miners' activities in a mining environment.
Novel graph neural network combines random walks with local message passing.
CodeReef enables sharing ML models across platforms efficiently.
New method calibrates uncertainty predictions for regression tasks.
Deep learning yields great results across many fields, from speech recognition, image classification, to translation. But for each problem, getting a deep model to work well involves research into the architecture and a long period of tuning. We present a single model that yields good results on a number of problems sp…
Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…
Unified framework DDNs for multi-label classification, improving inference efficiency.
Study compares high-dimensional BO algorithms on 24 functions.
Zero-shot KD for object detection without training data.
The Monte Carlo pathwise sensitivities approach is well established for smooth payoff functions. In this work, we present a new Monte Carlo algorithm that is able to calculate the pathwise sensitivities for discontinuous payoff functions. Our main tool is to combine the one-step survival idea of Glasserman and Staum wi…
Paper improves image classification accuracy with a new Noise Modeling Network.
The task of associating images and videos with a natural language description has attracted a great amount of attention recently. Rapid progress has been made in terms of both developing novel algorithms and releasing new datasets. Indeed, the state-of-the-art results on some of the standard datasets have been pushed i…
Developing neural network image classification models often requires significant architecture engineering. In this paper, we study a method to learn the model architectures directly on the dataset of interest. As this approach is expensive when the dataset is large, we propose to search for an architectural building bl…
Recurrent neural networks (RNNs) are important class of architectures among neural networks useful for language modeling and sequential prediction. However, optimizing RNNs is known to be harder compared to feed-forward neural networks. A number of techniques have been proposed in literature to address this problem. In…
A modular framework for knowledge distillation simplifies experiments and reproducibility.
New framework infers multiple classes per image for one-shot learning.