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.
Survey of integrating physics knowledge into machine learning models.
RankML predicts machine learning pipeline performance quickly and accurately.
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…
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…
To improve the classification performance in the context of hyperspectral image processing, many works have been developed based on two common strategies, namely the spatial-spectral information integration and the utilization of neural networks. However, both strategies typically require more training data than the cl…
Proposes a new model to simulate interbank market liquidity risk.
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…
We consider a version of the stochastic inventory control problem for a spectrally positive Lévy demand process, in which the inventory can only be replenished at independent exponential times. We show the optimality of a periodic barrier replenishment policy that restocks any shortage below a certain threshold at each…
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…
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…
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…
Proposes SSFair to improve fairness in machine learning using unlabeled data.
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…
This paper analyzes 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…
Study 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…
New method improves adversarial learning with unlabeled data.
New AI model optimizes personalized care for elderly residents.
Motivation: Identifying interaction clusters of large gene regulatory networks (GRNs) is critical for its further investigation, while this task is very challenging, attributed to data noise in experiment data, large scale of GRNs, and inconsistency between gene expression profiles and function modules, etc. It is prom…
Neural networks predict ETF performance using financial data.
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…
As the issue of freshwater shortage is increasing daily, it is critical to take effective measures for water conservation. According to previous studies, device level consumption could lead to significant freshwater conservation. Existing water disaggregation methods focus on learning the signatures for appliances; how…
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…
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…
Survey on LSTM-based anomaly detection for technical systems.
The chest X-ray (CXR) is by far the most commonly performed radiological examination for screening and diagnosis of many cardiac and pulmonary diseases. There is an immense world-wide shortage of physicians capable of providing rapid and accurate interpretation of this study. A radiologist-driven analysis of over two m…
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…
NeuCrowd creates high-quality samples from crowdsourced labels to improve representation learning.
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…
Wearable computing and context awareness are the focuses of study in the field of artificial intelligence recently. One of the most appealing as well as challenging applications is the Human Activity Recognition (HAR) utilizing smart phones. Conventional HAR based on Support Vector Machine relies on subjective manually…
Split learning improves deep learning in healthcare by sharing data.
Deep learning faces adoption challenges in business analytics.
This paper is concerned with estimating the column space of an unknown low-rank matrix , 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…
Proposes a method to improve financial time series forecasting using compact representations and contrastive loss.
Paper proposes a novel GCN-based SSL algorithm to enhance node representations using contrastive and generative losses.
Improved sleep apnea detection using sensor fusion and backward shortcut connections.
Paper develops a consistent model selection framework for learning Hypotheses Space from data.
Science, technology, engineering, and math (STEM) fields play growing roles in national and international economies by driving innovation and generating high salary jobs. Yet, the US is lagging behind other highly industrialized nations in terms of STEM education and training. Furthermore, many economic forecasts predi…
Proposes pT-Learning for optimal dynamic treatment regimes in mHealth.
Analyzes COVID-19 data to predict mortality, forecast spread, and optimize resource allocation.
Paper tackles pandemic resource allocation challenges.
Method learns representation invariant to subgroup support using adversarial matching.
Study predicts future hospitalizations to manage COVID-19 patient surge.
The shortage of high-resolution urban digital elevation model (DEM) datasets has been a challenge for modelling urban flood and managing its risk. A solution is to develop effective approaches to reconstruct high-resolution DEMs from their low-resolution equivalents that are more widely available. However, the current …
This work investigates how neural collapse improves transfer learning for large-scale models.
A scheme for UAVs to borrow spectrum from terrestrial networks for disaster relief.
Introduces m-connecting imset and factorization for ADMG models.