Research
On-device research index

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

Trend · papers per month

7152229 · Feb 202319922001200920172026
48 results for DCASE 2022

DCASE 2022 Task 2 tackles domain shifts in ASD for machine condition monitoring.

problem Domain shifts change acoustic characteristics, affecting ASD performance.
method Domain generalization techniques to detect anomalies across unknown domains.
result Two types of domain generalization techniques were identified and analyzed.

DCASE 2021 ASD task tackles domain-shifted anomalous sound detection.

problem Detecting unknown anomalous sounds under domain-shifted conditions.
method Ensemble of outlier exposure and inlier modeling detectors, feature learning from machine identification.
result Two types of remarkable approaches were adopted by top teams.

To address Task 5 in the Detection and Classification of Acoustic Scenes and Events (DCASE) 2018 challenge, in this paper, we propose an ensemble learning system. The proposed system consists of three different models, based on convolutional neural network and long short memory recurrent neural network. With extracted …

2018-12-11abs ↗pdf ↗

Enhances ASC using time- and frequency-liked CNNs and bilinear pooling.

problem Improving acoustic scene classification accuracy.
method Harmonic and percussive source separation, two-stream CNN architecture, bilinear pooling.
result Improved accuracy on DCASE 2019 sub task 1a dataset.

CNNs improve generalization to unseen audio devices with increased width, not depth.

problem CNNs are sensitive to specific audio recording devices in acoustic scene classification.
method Investigated the relationship between over-parameterization and generalization in CNNs for audio classification.
result Increasing width improves generalization to unseen devices without increasing the number of parameters.

New dataset for industrial machine malfunction detection with domain shifts.

problem Challenges in detecting anomalies due to domain shifts in industrial sounds.
method Created a dataset with domain shifts for five types of industrial machines.
result Significant performance differences between source and target domains.

System tackles indeterminacies in automated audio captioning.

problem Word selection and sentence length indeterminacies in automated audio captioning.
method Solves caption generation and sub-indeterminacy problems through multi-task learning to estimate keywords and sentence length.
result Model achieved 20.7 SPIDEr score, significantly outperforming baseline.

This foreword discusses the contributions of Bolyai, Gauss, and Lobachevsky to non-Euclidean geometry.

problem The development of non-Euclidean geometries by Bolyai, Gauss, and Lobachevsky.
method Historical review of the contributions of these mathematicians.
result The foundational work on non-Euclidean geometries by Bolyai, Gauss, and Lobachevsky.

A theory linking invariants, Floer homologies, and Higgs bundles.

problem Understanding complex geometric structures and their invariants.
method Categorification and geometric Langlands correspondence.
result Established a new geometric Langlands correspondence.

Intangible investment becomes a strong predictor of stock returns over time.

problem Understanding the role of intangible investment in stock returns over different periods.
method Comparing intangible investment's predictive power over two distinct periods (1963-1992 and 1993-2022) using orthogonal factors.
result Intangible investment's predictive power for stock returns has significantly increased over time, becoming a main predictor for recent periods.

Paper discusses ASD challenge for machine condition monitoring.

problem Detecting unknown anomalous sounds without labeled data.
method Design and evaluation of a large-scale ASD dataset, novel approaches.
result Several novel approaches developed, evaluation results analyzed.

Study analyzes European energy markets' reactions to 2022 events using Bayesian methods.

problem Detecting structural breakpoints in energy and financial markets during turbulent times.
method Combines Hurst exponent for market efficiency, BEAST for abrupt changes, and seasonal/trend analysis.
result Markets exhibit varied reactions to critical events, affecting their trends and breakpoints.

This study evaluates different portfolio designs for Indian stocks.

problem Optimizing portfolio weights for risk and return in volatile stock markets.
method Three portfolio design approaches: risk minimization, risk optimization, and equal weighting. Historical data from 2017-2022 used.
result Equal-weight portfolios outperformed other designs in most sectors.

This paper extends 3D results to higher dimensions, proving compactness for PIC1 pinched manifolds.

problem Proving compactness for higher-dimensional manifolds with specific curvature conditions.
method Constructing Ricci flows for non-compact PIC1 pinched manifolds to prove compactness.
result Proves that PIC1 pinched manifolds of non-negative complex sectional curvature must be flat or compact.

Acoustic scene classification is the task of identifying the scene from which the audio signal is recorded. Convolutional neural network (CNN) models are widely adopted with proven successes in acoustic scene classification. However, there is little insight on how an audio scene is perceived in CNN, as what have been d…

2019-01-06abs ↗pdf ↗

GC 2022 challenges real-time trend detection in financial tick data.

problem Efficiently detect trading trends in high-volume financial tick data.
method Real-time complex event processing of tick data, focusing on trend indicators and patterns.
result Participants must build reusable and practical solutions for real-life trading decisions.

Acoustic Scene Classification (ASC) is a challenging task, as a single scene may involve multiple events that contain complex sound patterns. For example, a cooking scene may contain several sound sources including silverware clinking, chopping, frying, etc. What complicates ASC more is that classes of different activi…

2019-09-16abs ↗pdf ↗

This work proposes using Conformal Prediction to improve OOD detection scores and vice versa.

problem Improper evaluation of OOD detection scores due to finite sample size.
method Defining new conformal AUROC and FRP@TPR95 metrics and using OOD scores as non-conformity scores.
result Improved evaluation metrics and better interpretation of OOD scores.

Study uses high-frequency data to predict ruble depreciation during crisis.

problem Predicting ruble depreciation during the Russian invasion of Ukraine.
method Uses intraday high-frequency data (google searches and implied volatility) to model exchange rate fluctuations.
result Implied volatility is more effective than attention in predicting ruble depreciation.

Paper develops Bayesian inference for discrete-choice mnp models with Gaussian priors.

problem Estimating parameters of discrete-choice multinomial probit models with Gaussian priors.
method Adapts Fasano and Durante's results to a specific mnp model with zero mean and independent Gaussian priors, simplifying posterior distribution parameters and providing a new variational algorithm.
result Simplified expressions for posterior distribution parameters and a novel variational algorithm.

In this paper, we present an acoustic scene classification framework based on a large-margin factorized convolutional neural network (CNN). We adopt the factorized CNN to learn the patterns in the time-frequency domain by factorizing the 2D kernel into two separate 1D kernels. The factorized kernel leads to learn the m…

2019-10-14abs ↗pdf ↗

The paper extends the market price of risk for electricity swap contracts, incorporating jump risk.

problem Pricing electricity swap contracts with consideration of jump risk.
method Introducing a Merton type model with jumps and transferring to the physical measure, comparing arithmetic and geometric averaging.
result A decomposition of swap's market price of risk into classical and market price of risk components.

Study analyzes Airbnb booking lead times during global crises using a new metric.

problem Disruptions in booking behaviors during global crises affect forecasting accuracy.
method Normalized L1 (Manhattan) distance to assess lead time divergences.
result Identified two-phase disruption: abrupt change at pandemic onset followed by partial recovery.

This paper tackles inventory control with general arrival dynamics and post-processing, improving profitability.

problem Inventory control with arbitrary arrival dynamics and post-processing constraints.
method Formulated as an exogenous decision process, incorporating deep generative models for arrivals, and applying supervised learning techniques.
result Improves profitability over production baselines and real-world A/B test data.