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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.

168,695 papers · 148 categories

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2795588361,115 · Jun 202019922001200920172026
48 results for Data shortage

The paper discusses regularization properties of artificial data for deep learning. Artificial datasets allow to train neural networks in the case of a real data shortage. It is demonstrated that the artificial data generation process, described as injecting noise to high-level features, bears several similarities to e…

2019-08-19abs ↗pdf ↗

Econophysics embodies the recent upsurge of interest by physicists into financial economics, driven by the availability of large amount of data, job shortage in physics and the possibility of applying many-body techniques developed in statistical and theoretical physics to the understanding of the self-organizing econo…

2008-02-11abs ↗pdf ↗

The development of algorithms for hierarchical clustering has been hampered by a shortage of precise objective functions. To help address this situation, we introduce a simple cost function on hierarchies over a set of points, given pairwise similarities between those points. We show that this criterion behaves sensibl…

2015-10-16abs ↗pdf ↗

In domains such as health care and finance, shortage of labeled data and computational resources is a critical issue while developing machine learning algorithms. To address the issue of labeled data scarcity in training and deployment of neural network-based systems, we propose a new technique to train deep neural net…

2018-10-14abs ↗pdf ↗

There has been a growing concern about the fairness of decision-making systems based on machine learning. The shortage of labeled data has been always a challenging problem facing machine learning based systems. In such scenarios, semi-supervised learning has shown to be an effective way of exploiting unlabeled data to…

2019-12-31abs ↗pdf ↗

Given a compact manifold with boundary with unknown Riemannian metric. The problem is to reconstruct the metric in a class of conformal metrics from knowledge of lengths of all closed geodesics (kinematic data). An integral inequality is stated which implies uniqueness and stability for this problem. If the conformal c…

2012-02-24abs ↗pdf ↗

Although standard economics textbooks are seldom interested in production networks, modern economies are more and more based upon suppliers/customers interactions. One can consider entire sectors of the economy as generalised supply chains. We will take this view in the present paper and study under which conditions lo…

2005-07-13abs ↗pdf ↗

Financial contagion from liquidity shocks has being recently ascribed as a prominent driver of systemic risk in interbank lending markets. Building on standard compartment models used in epidemics, in this work we develop an EDB (Exposed-Distressed-Bankrupted) model for the dynamics of liquidity shocks reverberation be…

2016-10-11abs ↗pdf ↗

Deep neural networks (DNNs) are incredibly brittle due to adversarial examples. To robustify DNNs, adversarial training was proposed, which requires large-scale but well-labeled data. However, it is quite expensive to annotate large-scale data well. To compensate for this shortage, several seminal works are utilizing l…

2019-11-20abs ↗pdf ↗

This paper analyzes privacy threats in federated matrix factorization.

problem Privacy threats in federated matrix factorization models.
method Categorizes federated matrix factorization into three types and analyzes privacy threats.
result This is the first study of privacy threats in federated matrix factorization.

We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By co…

2017-07-07abs ↗pdf ↗

Study predicts US stock market will continue to fall post-COVID-19.

problem Analyzing the recovery trend of the US stock market post-COVID-19.
method Used Deep Learning, Neuro Network, and Time-series analysis on S&P 500, Nasdaq 100, and Dow Jones Industrial Average data.
result LSTM model predicts US stock market will continue to fall post-COVID-19.

Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A key shortage of the existing pattern matching methods, however, is that the risk i…

2018-02-28abs ↗pdf ↗

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with step size compared to normal distribution. Thus it is essential to cut-off these di…

2001-11-30abs ↗pdf ↗

This paper introduces a deep-learning based efficient classifier for common dermatological conditions, aimed at people without easy access to skin specialists. We report approximately 80% accuracy, in a situation where primary care doctors have attained 57% success rate, according to recent literature. The rationale of…

2018-02-11abs ↗pdf ↗

Conventional surveillance systems for monitoring infectious diseases, such as influenza, face challenges due to shortage of skilled healthcare professionals, remoteness of communities and absence of communication infrastructures. Internet-based approaches for surveillance are appealing logistically as well as economica…

2018-11-27abs ↗pdf ↗

Survey on LSTM-based anomaly detection for technical systems.

problem Detect anomalies in technical systems due to complex dynamics.
method Use LSTM networks and other AI techniques to detect anomalies considering temporal and contextual characteristics.
result Demonstrates the potential of LSTM networks and graph-based approaches for anomaly detection.

We establish an analogy between the motion of spring whose mass increases linearly with time and volatile stock markets dynamics within an economic model based on simple temporal demand and supply functions [J. Phys. A: Math. Gen. 33, 3637 (2000)]. The total system energy E_t is shown to be proportional to a decreasing…

2009-05-27abs ↗pdf ↗

NeuCrowd creates high-quality samples from crowdsourced labels to improve representation learning.

problem Limited and inconsistent crowdsourced labels for representation learning.
method Unified framework that generates high-quality n-tuplet samples and learns a neural sampling network.
result NeuCrowd outperforms state-of-the-art baselines in prediction accuracy and AUC.

Shortage of labeled data has been holding the surge of deep learning in healthcare back, as sample sizes are often small, patient information cannot be shared openly, and multi-center collaborative studies are a burden to set up. Distributed machine learning methods promise to mitigate these problems. We argue for a sp…

2019-12-27abs ↗pdf ↗

The artificial neural network shows powerful ability of inference, but it is still criticized for lack of interpretability and prerequisite needs of big dataset. This paper proposes the Rule-embedded Neural Network (ReNN) to overcome the shortages. ReNN first makes local-based inferences to detect local patterns, and t…

2018-01-30abs ↗pdf ↗

Systemic liquidity risk, defined by the IMF as "the risk of simultaneous liquidity difficulties at multiple financial institutions", is a key topic in macroprudential policy and financial stress analysis. Specialized models to simulate funding liquidity risk and contagion are available but they require not only banks' …

2019-12-31abs ↗pdf ↗

This paper is concerned with estimating the column space of an unknown low-rank matrix ARd1×d2\boldsymbol{A}^{\star}\in\mathbb{R}^{d_{1}\times d_{2}}, given noisy and partial observations of its entries. There is no shortage of scenarios where the observations -- while being too noisy to support faithful recovery of the ent…

2019-10-09abs ↗pdf ↗

Paper proposes a novel GCN-based SSL algorithm to enhance node representations using contrastive and generative losses.

problem Shortage of supervision in graph-based semi-supervised learning.
method Combines contrastive and generative graph convolutional networks to enrich supervision signals.
result Improves node representations and classification results on various real-world datasets.

Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.

problem Challenges in learning optimal dynamic treatment regimes with large intervention options and infinite time horizon.
method Proximal Temporal consistency Learning (pT-Learning) framework for adaptively adjusting between deterministic and stochastic policies.
result Minimax estimator avoids double sampling issue and can incorporate off-policy data.

Analyzes COVID-19 data to predict mortality, forecast spread, and optimize resource allocation.

problem Challenges in patient triage, treatment, and care management during the pandemic.
method Integrated four-step approach combining descriptive, predictive, and prescriptive analytics.
result Optimized resource allocation and informed policy decisions.

This work investigates how neural collapse improves transfer learning for large-scale models.

problem Improving transfer learning for large-scale models with limited labeled data.
method Investigates neural collapse and develops a fine-tuning method using skip-connections.
result Feature collapse on downstream data correlates with higher transfer accuracy.