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arXiv research

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.

168,742 papers · 148 categories

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3979118157 · Jun 202019922001200920172026
48 results for Common Crawl

Extracts high-quality monolingual datasets from web crawl data.

problem Improving text representation quality through larger corpora.
method Automated pipeline using deduplication and language identification, augmented with filtering for high-quality documents.
result Extracted massive high-quality monolingual datasets from Common Crawl.

Study shows publicly available news impacts financial markets.

problem Impact of publicly available news on financial markets.
method Extracted news from Common Crawl, identified relevant companies, used sentiment analysis and information theory.
result Publicly available news has significant impact on financial markets.

A scalable topic model for large document collections using MapReduce.

problem Scalability issues in topic modeling for large document collections.
method Correlated Topic Model with variational Expectation-Maximization in MapReduce framework.
result Comparable topic coherences with LDA in MapReduce framework.

Rogue is a famous dungeon-crawling video-game of the 80ies, the ancestor of its gender. Rogue-like games are known for the necessity to explore partially observable and always different randomly-generated labyrinths, preventing any form of level replay. As such, they serve as a very natural and challenging task for rei…

2018-04-23abs ↗pdf ↗

Locality-sensitive hashing speeds up web app security testing.

problem Challenges in crawling Rich Internet Applications (RIAs) due to state similarity.
method Uses MinHash sketches to analyze DOM structures and estimate similarity.
result Successfully scans RIAs that traditional crawling methods cannot.

The paper studies a method to sample nodes from a massive graph using personalized PageRank.

problem Sampling from a massive network is expensive and impractical; the paper provides an alternative.
method The paper introduces a crawling method to approximate the personalized PageRank vector without querying the entire graph.
result The adjusted personalized PageRank vector can effectively select nodes within the same block as the seed node.

Web crawling is the problem of keeping a cache of webpages fresh, i.e., having the most recent copy available when a page is requested. This problem is usually coupled with the natural restriction that the bandwidth available to the web crawler is limited. The corresponding optimization problem was solved optimally by …

2019-05-29abs ↗pdf ↗

This paper fine-tunes BERT for stock market sentiment analysis and improves trading performance.

problem Improving trading performance in non-strongly efficient markets.
method Fine-tuning BERT on annotated data, combining with Alpha191 model for regression and prediction.
result Emotional factors significantly improve trading performance, increasing return rates by 73.8% compared to baseline.

Word evolution refers to the changing meanings and associations of words throughout time, as a byproduct of human language evolution. By studying word evolution, we can infer social trends and language constructs over different periods of human history. However, traditional techniques such as word representation learni…

2017-03-02abs ↗pdf ↗

This paper uses deep learning to analyze sentiment in financial forums and improve stock market prediction.

problem Improving stock market prediction accuracy through sentiment analysis.
method Crawling financial forum data, training BERT model on financial corpus, and using maximum information coefficient.
result Sentiment features from financial text can reflect stock market fluctuations and improve prediction accuracy.

This study uses deep learning to analyze stock market sentiment from financial forums.

problem Improving stock market prediction accuracy through emotional analysis.
method Crawling financial forum data, training Bert model on financial corpus, using MIC for comparison.
result BERT model's emotional analysis of financial texts correlates with stock market fluctuations.

Multilayer switch networks are proposed as artificial generators of high-dimensional discrete data (e.g., binary vectors, categorical data, natural language, network log files, and discrete-valued time series). Unlike deconvolution networks which generate continuous-valued data and which consist of upsampling filters a…

2019-03-14abs ↗pdf ↗

Unified framework improves NLP tasks by converting diverse problems into text-to-text format.

problem Improving natural language processing tasks through transfer learning.
method Unified text-to-text transformer framework, comparing various pre-training objectives and architectures.
result Achieved state-of-the-art results on multiple NLP benchmarks.

This thesis evaluates text-based vs audio-based classification of mental health interviews.

problem Classifying psychiatric illness using text-based methods.
method Design and evaluate a text classification network on mental health interviews, using belabBERT.
result Text-based classification is a strong alternative to audio-based methods.

CDPA identifies common and distinctive patterns in high-dimensional datasets.

problem Existing methods fail to capture the common pattern between coefficient matrices of shared latent factors.
method Proposes CDPA, an unsupervised learning method that incorporates both common and distinctive patterns of coefficient matrices.
result CDPA provides better characterization of common and distinctive patterns in high-dimensional datasets.

New model uses financial filings to predict bankruptcy, even without MDA sections.

problem Lack of complete MDA data limits traditional bankruptcy prediction models.
method Conditional Multimodal Discriminative (CMMD) model learns from accounting, market, and textual data.
result Empirical results show superior classification performance compared to traditional models.

Stories generated with neural language models have shown promise in grammatical and stylistic consistency. However, the generated stories are still lacking in common sense reasoning, e.g., they often contain sentences deprived of world knowledge. We propose a simple multi-task learning scheme to achieve quantitatively …

2019-08-26abs ↗pdf ↗

New method identifies common cause in causal insufficiency, revealing complex phase transitions.

problem Identifying common cause in causal insufficiency with observed joint probability.
method Generalized maximum likelihood method, closely related to maximum entropy principle.
result Identifies consistent common cause that aligns with the common cause principle.

Existence of strong randomized equilibria in mean-field games with common noise.

problem Existence of strong solutions in mean-field games of optimal stopping.
method Connection with Bank-El Karoui's representation problem and continuity assumptions.
result Existence of strong randomized mean-field equilibrium under certain conditions.

Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.

problem Impact of foreign institutional investment on liquidity commonality in Australian stocks.
method Cross-sectional and time-series analysis of Australian equity market data.
result Foreign institutional investment contributes to increased exposure of large stocks to unexpected liquidity events.