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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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140280420560 · Jun 202019922001200920172026
48 results for Dynamic View Selection

DMFAW improves multi-view clustering with adaptive weights and feature selection.

problem Lack of effective feature selection and empirical hyperparameter selection in existing deep matrix factorization methods.
method Introduces Deep Matrix Factorization with Adaptive Weights (DMFAW) for multi-view clustering, incorporating feature selection and dynamically updating weights using Control Theory.
result DMFAW outperforms state-of-the-art methods in clustering performance.

CLIM-FS tackles mixed-missing multi-view unsupervised feature selection.

problem Mixed-missing multi-view data with incomplete features and views.
method Integrates imputation of missing views and variables into feature selection model based on nonnegative orthogonal matrix factorization.
result CLIM-FS outperforms state-of-the-art methods on real-world datasets.

Paper proposes a new method for joint feature selection and graph learning.

problem Previous methods suffer from neglecting joint formulation and lack of graph learning.
method Formulates multi-view feature selection with orthogonal decomposition, incorporates cross-space locality preservation, and uses a unified objective function for simultaneous learning.
result Demonstrates superior performance in multi-view feature selection and graph learning tasks.

Dash selects dynamic pseudo labels from unlabeled data for semi-supervised learning.

problem Efficiently using unlabeled data in semi-supervised learning while avoiding incorrect pseudo labels.
method Dynamic thresholding to select a subset of unlabeled examples for training.
result Dash achieves theoretical convergence and outperforms state-of-the-art methods empirically.

Proposes a new method for joint sample and feature selection in multi-view data.

problem Cannot detect latent subsets of samples and remove outliers.
method Weighted Sparse Partial Least Squares (/0\ell_\infty/\ell_0-wsPLS) method for joint sample and feature selection.
result Developed globally convergent algorithm and iterative algorithms for multi-view data fusion.

iGecco+ integrates multi-view data for better clustering.

problem Discovering common group structure in mixed multi-view data.
method Integrative Generalized Convex Clustering Optimization (iGecco) with adaptive feature selection.
result iGecco+ achieves superior clustering performance on high-dimensional mixed multi-view data.

Improves predictions by integrating forward-looking views into dynamic factor models.

problem Poor forecasts from historical data when dynamics change.
method Combines historical data with forward-looking views using a dynamic factor model.
result Derives optimal portfolio strategies influenced by both myopic and intertemporal factors.

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for multi-view learning. Unlike existing methods, it combines multiple views by regularizi…

2017-01-17abs ↗pdf ↗

The paper introduces a portfolio construction method using Black-Litterman model and factors.

problem Developing an efficient portfolio construction method using Black-Litterman model and factors.
method The method involves selecting 20 factors based on global market, asset class, and stock characteristics, applying various weight allocation methods including Black-Litterman model, and incorporating deep learning for dynamic weight updates.
result The model using Black-Litterman and deep learning outperforms other weight allocation schemes.

A novel Bayesian method for dynamic sparsity in Gaussian dynamic linear regression.

problem Variable selection and shrinkage in time-varying regression models.
method Time-varying sparsity via Markov switching priors for coefficients' variances, extending spike-and-slab priors.
result Induces smoothness or shrinkage towards zero at each time point, leading to improved model performance.

New methods integrate nonlinear, sparse, and multi-view aspects for high-dimensional data analysis.

problem Integrating nonlinear dependence, sparsity, and multi-view data in high-dimensional datasets.
method Proposes HSIC-SGCCA, SA-KGCCA, and TS-KGCCA methods for multi-view high-dimensional data analysis.
result HSIC-SGCCA outperforms competing methods in multi-view variable selection.

Aims to describe neural network training dynamics using two-time-scale models.

problem Lack of a general mathematical description of neural network training.
method Introduces a theoretical framework based on two-time-scale population dynamics.
result Derives selection-mutation equations and effective fitness for hyperparameters.

We present a discrete time stochastic volatility model in which the conditional distribution of the logreturns is a Variance-Gamma, that is a normal variance-mean mixture with Gamma mixing density. We assume that the Gamma mixing density is time varying and follows an affine Garch model, trying to capture persistence o…

2014-05-28abs ↗pdf ↗

Proposes Gromov-Wasserstein methods for multi-view embedding.

problem Integrating multiple representations of the same samples in heterogeneous geometries.
method Gromov-Wasserstein optimal transport for multi-view embedding.
result Preserves intrinsic relational structure across views effectively.

Deep residual networks (ResNets) and their variants are widely used in many computer vision applications and natural language processing tasks. However, the theoretical principles for designing and training ResNets are still not fully understood. Recently, several points of view have emerged to try to interpret ResNet …

2017-10-27abs ↗pdf ↗

Model integrates multi-view temporal data for better understanding of latent dynamics.

problem Understanding time-dependent heterogeneous properties from multi-view data.
method Generative model using variational autoencoder and recurrent neural network.
result Identifies disentangled latent embeddings across views while accounting for time factor.

Data integration methods that analyze multiple sources of data simultaneously can often provide more holistic insights than can separate inquiries of each data source. Motivated by the advantages of data integration in the era of "big data", we investigate feature selection for high-dimensional multi-view data with mix…

2019-03-27abs ↗pdf ↗

iDeepViewLearn combines deep learning and feature selection for multiview learning.

problem Learning nonlinear relationships in data from multiple complementary views.
method Combines deep learning flexibility with statistical feature selection using deep neural networks and graph Laplacian regularization.
result Identifies genes and CpG sites that differentiate between breast cancer survivors and non-survivors.

Unified framework combines views and optimization for better portfolio management.

problem Optimizing portfolio weights with dynamic adjustment based on volatility.
method Dynamic sliding window adjusting horizon, factor estimates, BL posterior returns, and weights over time.
result Outperforms dynamic mean-variance optimization without BL views, providing stronger downside risk control.

Dynamic Black-Litterman integrates expert views with portfolio optimization over varying time horizons.

problem Incorporating expert views with varying horizons in portfolio optimization.
method Exploiting graphical structure, deriving conditional distribution of asset returns, and using affine factor models.
result Explicit expression for optimal dynamic investment policy and hedging demand analysis.

In this paper, we aim to develop a unified view of causal and non-causal feature selection methods. The unified view will fill in the gap in the research of the relation between the two types of methods. Based on the Bayesian network framework and information theory, we first show that causal and non-causal feature sel…

2018-02-16abs ↗pdf ↗

Proposes joint LCA for multiview data to identify shared and view-specific components.

problem Extracting shared components sequentially from multiview data.
method Formulates a matrix decomposition model with joint and individual structures, proposes a penalty term objective function, and employs a refitting procedure.
result Achieves simultaneous estimation and rank selection for cross covariance.

CAMul forecasts with calibrated and accurate multi-view time-series data.

problem Combining diverse data sources for reliable time-series forecasting.
method CAMul integrates multi-modal data views dynamically, assigning importance based on context.
result CAMul outperforms state-of-the-art models by 25% in accuracy and calibration.

The increased availability of the multi-view data (data on the same samples from multiple sources) has led to strong interest in models based on low-rank matrix factorizations. These models represent each data view via shared and individual components, and have been successfully applied for exploratory dimension reduct…

2017-07-20abs ↗pdf ↗

We identify and analyze selection structure in sequential data.

problem Selection biases in sequential data can distort analysis and hide underlying generation processes.
method Nonparametric identifiability of selection structure without interventional experiments.
result Selection structure is identifiable in sequential data without parametric assumptions.

VFDS selects dynamic features for efficient HAR tasks, optimizing performance-cost trade-offs.

problem Optimizing feature selection for varying costs and dynamic contexts in machine learning tasks.
method Bayesian learning framework with variational dynamic selection policy.
result VFDS selects different features under changing contexts, saving sensory costs while maintaining HAR accuracy.

This paper improves volatility forecasting using dynamic subset selection in genetic programming.

problem Improving accuracy of implied volatility forecasting.
method Dynamic training-subset selection methods applied to genetic programming.
result Dynamic subset selection improves predictive accuracy of genetic programming models.

A new method for dynamic feature selection outperforms existing approaches.

problem Sequentially selecting features based on current information in machine learning.
method Greedy selection of features based on conditional mutual information, combined with a learning approach for optimization.
result The method outperforms existing feature selection methods in experiments.

I describe an optimal control view of adversarial machine learning, where the dynamical system is the machine learner, the input are adversarial actions, and the control costs are defined by the adversary's goals to do harm and be hard to detect. This view encompasses many types of adversarial machine learning, includi…

2018-11-11abs ↗pdf ↗

The paper studies multi-view representation learning with generalization guarantees and a new regularizer.

problem Distributed multi-view representation learning with correct estimation at a decoder.
method Generalization bounds using relative entropy and MDL, data-dependent Gaussian mixture priors.
result Data-dependent Gaussian mixture priors lead to good performance and outperform existing methods.