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.
Deep learning system generates new Chinese fonts via style variables.
Owing to the rapid growth of touchscreen mobile terminals and pen-based interfaces, handwriting-based writer identification systems are attracting increasing attention for personal authentication, digital forensics, and other applications. However, most studies on writer identification have not been satisfying because …
Study uses GMM-UBM and i-vectors to assess Parkinson's patients via speech, handwriting, and gait.
Evaluating the style of handwriting generation is a challenging problem, since it is not well defined. It is a key component in order to develop in developing systems with more personalized experiences with humans. In this paper, we propose baseline benchmarks, in order to set anchors to estimate the relative quality o…
This study evaluates handwriting features to diagnose Parkinson's disease.
Handwriting disorder (termed dysgraphia) is a far from a singular problem as nearly 8.6% of the population in France is considered dysgraphic. Moreover, research highlights the fundamental importance to detect and remediate these handwriting difficulties as soon as possible as they may affect a child's entire life, und…
How can we learn, transfer and extract handwriting styles using deep neural networks? This paper explores these questions using a deep conditioned autoencoder on the IRON-OFF handwriting data-set. We perform three experiments that systematically explore the quality of our style extraction procedure. First, We compare o…
Offline Signature Verification (OSV) is a challenging pattern recognition task, especially when it is expected to generalize well on the skilled forgeries that are not available during the training. Its challenges also include small training sample and large intra-class variations. Considering the limitations, we sugge…
Handwriting-based gender classification is a well-researched problem that has been approached mainly by traditional machine learning techniques. In this paper, we propose a novel deep learning-based approach for this task. Specifically, we present a convolutional neural network (CNN), which performs automatic feature e…
We describe an online handwriting system that is able to support 102 languages using a deep neural network architecture. This new system has completely replaced our previous Segment-and-Decode-based system and reduced the error rate by 20%-40% relative for most languages. Further, we report new state-of-the-art results…
Chinese word segmentation (CWS) is an important task for Chinese NLP. Recently, many neural network based methods have been proposed for CWS. However, these methods require a large number of labeled sentences for model training, and usually cannot utilize the useful information in Chinese dictionary. In this paper, we …
Study reveals risk transmission channels among Chinese sectors.
FGN improves Chinese NER by integrating glyph information and interactive context.
L. Kauffman conjectured that a particular solution of the Chinese Rings puzzle is the simplest possible. We prove his conjecture by using low-dimensional topology and group theory. We notice also a surprising connection between the Chinese Rings and Habiro moves (related to Vassiliev invariants).
Automatically writing stylized Chinese characters is an attractive yet challenging task due to its wide applicabilities. In this paper, we propose a novel framework named Style-Aware Variational Auto-Encoder (SA-VAE) to flexibly generate Chinese characters. Specifically, we propose to capture the different characterist…
Historical documents present many challenges for offline handwriting recognition systems, among them, the segmentation and labeling steps. Carefully annotated textlines are needed to train an HTR system. In some scenarios, transcripts are only available at the paragraph level with no text-line information. In this work…
Analysis shows preference for Chinese yuan in global trade network.
Model predicts Chinese stock market liquidity and customer order behavior.
Chinese named entity recognition (CNER) is an important task in Chinese natural language processing field. However, CNER is very challenging since Chinese entity names are highly context-dependent. In addition, Chinese texts lack delimiters to separate words, making it difficult to identify the boundary of entities. Be…
Study examines volatility-based strategy for Chinese ETF options, improving returns in volatile markets.
Study evaluates LLMs for predicting Chinese stock movements using financial news sentiments.
In this paper, we design an integrated algorithm to evaluate the sentiment of Chinese market. Firstly, with the help of the web browser automation, we crawl a lot of news and comments from several influential financial websites automatically. Secondly, we use techniques of Natural Language Processing(NLP) under Chinese…
This study uses NLP to predict stock performance based on analyst reports.
This paper analyses the Chinese Sovereign bond yield to find out the principal factors affecting the term structure of interest rate changes. We apply Principal Component Analysis (PCA) on our data consisting of the Chinese Sovereign bond from January 2002 till May 2018 with the different yield to maturity. Then we wil…
This paper analyzes the quantitative relations between stock prices and quantities of tradable stock shares in Chinese stock markets at six time points by means of Exploratory Data Analysis (EDA) method. It is found the resulting formulae have the same structure but different parameters. This paper also uses these rela…
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an important emerging market, the Chinese market exhibits much stronger correlations…
Study replicates reference-dependent preferences impact on risk-return trade-off in Chinese stock market.
China's stock market is the largest emerging market all over the world. It is widely accepted that the Chinese stock market is far from efficiency and it possesses possible linear and nonlinear dependence. We study the predictability of returns in the Chinese stock market by employing the wild bootstrap automatic varia…
Article proposes a profitable intraday trading strategy for Chinese stocks.
Empirical study of CAPM and Fama-French model in Chinese A-share market.
FinTech negatively impacts Chinese banks' financial sustainability.
Study optimizes market making in Chinese stock market with stochastic control and scenario analysis.
Paper builds a supervised learning model for Chinese futures price prediction.
In this paper we demonstrate continuous noisy speech recognition using connectionist temporal classification (CTC) model on limited Chinese vocabulary using electroencephalography (EEG) features with no speech signal as input and we further demonstrate single CTC model based continuous noisy speech recognition on limit…
This paper describes a conditional neural network architecture for Mandarin Chinese polyphone disambiguation. The system is composed of a bidirectional recurrent neural network component acting as a sentence encoder to accumulate the context correlations, followed by a prediction network that maps the polyphonic charac…
Paper finds political networks reduce bond issuance costs in China.
This paper concentrates on the time series momentum or contrarian effects in the Chinese stock market. We evaluate the performance of the time series momentum strategy applied to major stock indices in mainland China and explore the relation between the performance of time series momentum strategies and some firm-speci…
Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform estimates, have widespread application and have simplified proofs of basic questions fr…
Improved AI patent classifier measures U.S. and China's AI patenting.
Chinese word segmentation (CWS) is a fundamental task for Chinese language understanding. Recently, neural network-based models have attained superior performance in solving the in-domain CWS task. Last year, Bidirectional Encoder Representation from Transformers (BERT), a new language representation model, has been pr…
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
Pricing Chinese convertible bonds using Monte Carlo simulation and dynamic programming.
Accurate diagnosis is crucial for preventing the progression of Parkinson's, as well as improving the quality of life with individuals with Parkinson's disease. In this paper, we develop a sex-specific and age-dependent classification method to diagnose the Parkinson's disease using the online handwriting recorded from…
Bar-Natan used Chinese characters to show that finite type invariants classify string links up to homotopy. In this paper, I construct the correct spaces of chord diagrams and Chinese characters for links up to homotopy. I use these spaces to show that the only rational finite type invariants of link homotopy are the p…
The latest global financial tsunami and its follow-up global economic recession has uncovered the crucial impact of housing markets on financial and economic systems. The Chinese stock market experienced a markedly fall during the global financial tsunami and China's economy has also slowed down by about 2\%-3\% when m…
The remarkable development of deep learning in medicine and healthcare domain presents obvious privacy issues, when deep neural networks are built on users' personal and highly sensitive data, e.g., clinical records, user profiles, biomedical images, etc. However, only a few scientific studies on preserving privacy in …
Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day, more people are investing in global emerging markets. This means that it is pertinent to understand the efficiency of these markets. This …
In this study, we perform a novel analysis of the 2015 financial bubble in the Chinese stock market by calibrating the Log Periodic Power Law Singularity (LPPLS) model to two important Chinese stock indices, SSEC and SZSC, from early 2014 to June 2015. The back tests of the 2015 Chinese stock market bubbles indicates t…