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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.

168,742 papers · 148 categories

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3 results for “Dynamical-VAE”

Dynamical-VAE-based Hindsight to Learn the Causal Dynamics of Factored-POMDPscs.LG

Dynamical-VAE learns causal dynamics from POMDPs using future information.

problem Learning accurate state representations from partial observations in POMDPs.

method Dynamical Variational Auto-Encoder (DVAE) with hindsight framework.

result DVAE uncovers causal graph more effectively than history-based methods.

Dynamical-VAE POMDPs Causal Dynamics Hindsight Factored-POMDPs

2024-11-12abs ↗pdf ↗

Variational Inference Aided Estimation of Time Varying Channelseess.SP

A new DVAE architecture improves channel estimation by incorporating temporal correlations.

problem Improving the estimation of time-varying channels.

method Introducing k-MemoryMarkovVAE (k-MMVAE) architecture to learn temporal correlations.

result The k-MMVAE aided channel estimator outperforms other ML aided estimators.

Variational Inference Time Varying Channels Deep Learning Memory Parameter Channel Estimation

2022-10-31abs ↗pdf ↗

Synthetic Financial Data Generation for Enhanced Financial Modellingcs.LG

Unified framework evaluates synthetic financial data models.

problem Data scarcity and confidentiality in finance hinder model development and testing.

method Multi-criteria evaluation of three generative paradigms: ARIMA-GARCH, VAEs, and TimeGAN.

result TimeGAN achieves the best balance between realism and temporal coherence.

synthetic data financial modeling ARIMA-GARCH VAEs TimeGAN

2025-12-25abs ↗pdf ↗