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.
HERMES model predicts nonstationary fashion trends using social media data.
We focus on the influence of external sources of information upon financial markets. In particular, we develop a stochastic agent-based market model characterized by a certain herding behavior as well as allowing traders to be influenced by an external dynamic signal of information. This signal can be interpreted as a …
Plants sense their environment by producing electrical signals which in essence represent changes in underlying physiological processes. These electrical signals, when monitored, show both stochastic and deterministic dynamics. In this paper, we compute 11 statistical features from the raw non-stationary plant electric…
A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies and a limited rationality. We extend a stochastic herding formalism introduced for…
MultiImport infers node importance from multiple KG signals.
Plants monitor their surrounding environment and control their physiological functions by producing an electrical response. We recorded electrical signals from different plants by exposing them to Sodium Chloride (NaCl), Ozone (O3) and Sulfuric Acid (H2SO4) under laboratory conditions. After applying pre-processing tec…
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored, allowing us to separate each signal into a component attributed to the external drivi…
Study limits of circadian synchronization under different light signals.
A new reinforcement learning method uses mutual information to encourage agents to control their environment.
The study analyzes Bitcoin market volatility using GARCH models and external information.
Performance analysis, from the external point of view of a client who would only have access to returns and holdings of a fund, evolved towards exact attribution made in the context of portfolio optimisation, which is the internal point of view of a manager controlling all the parameters of this optimisation. Attributi…
Study solves DREs for trading strategies using signals and past prices.
Task-oriented dialog presents a difficult challenge encompassing multiple problems including multi-turn language understanding and generation, knowledge retrieval and reasoning, and action prediction. Modern dialog systems typically begin by converting conversation history to a symbolic object referred to as belief sta…
A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price formation to study the price dynamics induced by several commonly used financial trading…
We study the dynamics of the batch minority game, with random external information, using generating functional techniques a la De Dominicis. The relevant control parameter in this model is the ratio of the number of possible values for the external information over the number of trading agents. In the …
Study evaluates uncertainty in BP estimation from PPG signals under domain shift.
Response calibration is the process of inferring how much the measured data depend on the signal one is interested in. It is essential for any quantitative signal estimation on the basis of the data. Here, we investigate self-calibration methods for linear signal measurements and linear dependence of the response on th…
Many real world learning tasks involve complex or hard-to-specify objectives, and using an easier-to-specify proxy can lead to poor performance or misaligned behavior. One solution is to have humans provide a training signal by demonstrating or judging performance, but this approach fails if the task is too complicated…
Proposes a new signal model for high-dimensional, small-sample-size data.
Reinforcement Learning (RL) agents require the specification of a reward signal for learning behaviours. However, introduction of corrupt or stochastic rewards can yield high variance in learning. Such corruption may be a direct result of goal misspecification, randomness in the reward signal, or correlation of the rew…
Consider a social network where only a few nodes (agents) have meaningful interactions in the sense that the conditional dependency graph over node attribute variables (behaviors) is sparse. A company that can only observe the interactions between its own customers will generally not be able to accurately estimate its …
This work proposes external correctors for quick AI error corrections without system modification.
Robust data fusion via subsampling improves model performance for rare data types.
Cyber attacks are growing in frequency and severity. Over the past year alone we have witnessed massive data breaches that stole personal information of millions of people and wide-scale ransomware attacks that paralyzed critical infrastructure of several countries. Combating the rising cyber threat calls for a multi-p…
New method reconstructs stable sentiment signals from sparse news data.
What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we foc…
Simple online monitor detects unsafe LLM outputs.
Duel-Evolve uses LLM self-preferences for test-time optimization of discrete outputs.
Interpretable text-response modelling for structured outcomes
New method identifies algo trading strategies as liquidity consumers or providers.
This paper enhances language models with knowledge awareness.
Recent progress in separating the speech signals from multiple overlapping speakers using a single audio channel has brought us closer to solving the cocktail party problem. However, most studies in this area use a constrained problem setup, comparing performance when speakers overlap almost completely, at artificially…
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time…
NCT simplifies one-step generator adaptation to new controls.
Personal assistant AI systems such as Siri, Cortana, and Alexa have become widely used as a means to accomplish tasks through natural language commands. However, components in these systems generally rely on supervised machine learning algorithms that require large amounts of hand-annotated training data, which is expe…
We study the dynamics of a version of the batch minority game, with random external information and with different types of inhomogeneous decision noise (additive and multiplicative), using generating functional techniques à la De Dominicis. The control parameters in this model are the ratio of the number o…
Paper introduces SCI to distinguish market signals from coordination.
Bayesian inference reconstructs external potentials in DFT for many-particle systems.
Proposes a method to use external machine-learning predictions in multinomial logistic regression.
Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to learn which actions not to take. In this work, we propose the Action-Elimination…
Perfect adaptation in systems is identified and tested using graphical tools.
In multi-task reinforcement learning there are two main challenges: at training time, the ability to learn different policies with a single model; at test time, inferring which of those policies applying without an external signal. In the case of continual reinforcement learning a third challenge arises: learning tasks…
The hybrid clustering-classification neural network is proposed. This network allows increasing a quality of information processing under the condition of overlapping classes due to the rational choice of a learning rate parameter and introducing a special procedure of fuzzy reasoning in the clustering process, which o…
Paper proposes AI for stock market forecasting using external knowledge.
New estimator improves ATT estimation efficiency with external controls.
Method estimates model performance on external samples from limited statistical characteristics.
The study assesses external validity by evaluating worst-case treatment effects across subpopulations.
A method for logistic regression inference using both internal and external data.