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.
Unsupervised dehazing method using DCP improves performance.
The paper examines conditions for linearity in a conditional mean estimator under vector Poisson noise.
This paper investigates the impact of dark pools on price discovery (the efficiency of prices on stock exchanges to aggregate information). Assets are traded in either an exchange or a dark pool, with the dark pool offering better prices but lower execution rates. Informed traders receive noisy and heterogeneous signal…
We explore a model of dark matter called wave dark matter (also known as scalar field dark matter and boson stars) which has recently been motivated by a new geometric perspective by Bray. Wave dark matter describes dark matter as a scalar field which satisfies the Einstein-Klein-Gordon equations. These equations rely …
Dark blockchain venues increase miners' profits but raise users' execution risk.
Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization terms have proven to have…
Channel modeling is a critical topic when considering designing, learning, or evaluating the performance of any communications system. Most prior work in designing or learning new modulation schemes has focused on using highly simplified analytic channel models such as additive white Gaussian noise (AWGN), Rayleigh fad…
Traditional vision-based hand gesture recognition systems is limited under dark circumstances. In this paper, we build a hand gesture recognition system based on microwave transceiver and deep learning algorithm. A Doppler radar sensor with dual receiving channels at 5.8GHz is used to acquire a big database of hand ges…
Neural net reconstructs dark matter density from halo velocities.
Paper tackles liquidation in dark pools with adverse selection, proving uniqueness of solution.
New geometry theory solves dark matter issues.
FEM improves attention mechanisms by applying value-driven log-linear tilts.
Machine learning helps infer dark matter substructure from strong lensing images.
New communication standards need to deal with machine-to-machine communications, in which users may start or stop transmitting at any time in an asynchronous manner. Thus, the number of users is an unknown and time-varying parameter that needs to be accurately estimated in order to properly recover the symbols transmit…
Bayesian Dark Knowledge fails to perform well with high posterior uncertainty.
The idea of end-to-end learning of communications systems through neural network -based autoencoders has the shortcoming that it requires a differentiable channel model. We present in this paper a novel learning algorithm which alleviates this problem. The algorithm iterates between supervised training of the receiver …
Channel normalization prevents vanishing gradients in convolutional neural networks.
Probabilistic programming allows specification of probabilistic models in a declarative manner. Recently, several new software systems and languages for probabilistic programming have been developed on the basis of newly developed and improved methods for approximate inference in probabilistic models. In this contribut…
New method uses neural networks to infer dark matter subhalo abundance from stellar streams.
Study optimal liquidation strategies in lit and dark pools with and without regulation.
For a market impact model, price manipulation and related notions play a role that is similar to the role of arbitrage in a derivatives pricing model. Here, we give a systematic investigation into such regularity issues when orders can be executed both at a traditional exchange and in a dark pool. To this end, we focus…
Novel channel pruning method accelerates deep CNNs by removing redundant, similar features.
In order to reduce signalling, traders may resort to limiting access to dark venues and imposing limits on minimum fill sizes they are willing to trade. However, doing this also restricts the liquidity available to the trader since an ever increasing quantity of orders are traded by algos in clips. An alternative is to…
We consider a finite-horizon market-making problem faced by a dark pool that executes incoming buy and sell orders. The arrival flow of such orders is assumed to be random and, for each transaction, the dark pool earns a per-share commission no greater than the half bid-ask spread. Throughout the entire period, the mai…
Hybrid model speeds up galaxy simulations by incorporating baryonic properties.
Rubin LSST DESC uses AI/ML for dark energy research.
Dark Experience improves continual learning with a simple, strong baseline.
A group of transition probability functions form a Shannon's channel whereas a group of truth functions form a semantic channel. Label learning is to let semantic channels match Shannon's channels and label selection is to let Shannon's channels match semantic channels. The Channel Matching (CM) algorithm is provided f…
Physics-informed neural networks improve baryonic predictions from dark matter simulations.
Reconstructing the position of an interaction for any dual-phase time projection chamber (TPC) with the best precision is key to directly detecting Dark Matter. Using the likelihood-free framework, a new algorithm to reconstruct the 2-D (x; y) position and the size of the charge signal (e) of an interaction is presente…
In this paper, we present a Bayesian channel estimation algorithm for multicarrier receivers based on pilot symbol observations. The inherent sparse nature of wireless multipath channels is exploited by modeling the prior distribution of multipath components' gains with a hierarchical representation of the Bessel K pro…
We consider an optimal trading problem over a finite period of time during which an investor has access to both a standard exchange and a dark pool. We take the exchange to be an order-driven market and propose a continuous-time setup for the best bid price and the market spread, both modelled by Lévy processes. Effect…
A multi-user multi-armed bandit (MAB) framework is used to develop algorithms for uncoordinated spectrum access. The number of users is assumed to be unknown to each user. A stochastic setting is first considered, where the rewards on a channel are the same for each user. In contrast to prior work, it is assumed that t…
Generative model disentangles dark matter halo properties.
We establish large deviation principles for convolutional neural networks.
Study neural communication systems with bandwidth-limited channels.
The paper examines how macroeconomic control tools lost effectiveness, leading to a 'dark ages' period.
We consider an illiquid financial market where a risk averse investor has to liquidate a portfolio within a finite time horizon [0,T] and can trade continuously at a traditional exchange (the "primary venue") and in a dark pool. At the primary venue, trading yields a linear price impact. In the dark pool, no price impa…
New method separates and deconvolves signals from single-channel mixtures.
Hawkes processes are a class of simple point processes that are self-exciting and have clustering effect, with wide applications in finance, social networks and many other fields. This paper considers a self-exciting Hawkes process where the baseline intensity is time-dependent, the exciting function is a general funct…
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuous-valued allocations are allowed. We also propose a modification for the case when only integer-valued allocations are possible. We extend the previous work on this problem to adversarial sce…
This paper proposes a method to improve neural network quantization without retraining.
ESCHER avoids importance sampling to estimate regret in large games.
This study uses ARM to analyze pedestrian crashes under different lighting conditions.
Interpreting black box classifiers, such as deep networks, allows an analyst to validate a classifier before it is deployed in a high-stakes setting. A natural idea is to visualize the deep network's representations, so as to "see what the network sees". In this paper, we demonstrate that standard dimension reduction m…
We present an iterative Markov chainMonte Carlo algorithm for computingreference priors and minimax risk forgeneral parametric families. Ourapproach uses MCMC techniques based onthe Blahut-Arimoto algorithm forcomputing channel capacity ininformation theory. We give astatistical analysis of the algorithm,bounding the n…
This study identifies RwD crash patterns on rural two-lane highways under different lighting conditions.
This paper proposes RAS, a novel unsupervised loss function for speech separation.