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.
Machine learning factors outperform traditional portfolio optimization methods.
Factor analysis or sometimes referred to as variable analysis has been extensively used in classification problems for identifying specific factors that are significant to particular classes. This type of analysis has been widely used in application such as customer segmentation, medical research, network traffic, imag…
Extracts factors from Treasury yields using ML techniques.
DS-FACTO optimizes factorization machines for large-scale datasets.
Paper uses machine learning to uncover nonlinear dynamics in CAT bond pricing.
Factor Engine simplifies financial factor computation and analysis in Python.
Paper explores subdifferential chain rules for matrix factorization and related machine learning models.
Paper predicts international trade flows using machine learning and factorization models.
Recently, Factorization Machines (FM) has become more and more popular for recommendation systems, due to its effectiveness in finding informative interactions between features. Usually, the weights for the interactions is learnt as a low rank weight matrix, which is formulated as an inner product of two low rank matri…
The preceding paper constructed tangle machines as diagrammatic models, and illustrated their utility with a number of examples. The information content of a tangle machine is contained in characteristic quantities associated to equivalence classes of tangle machines, which are called invariants. This paper constructs …
We propose the convex factorization machine (CFM), which is a convex variant of the widely used Factorization Machines (FMs). Specifically, we employ a linear+quadratic model and regularize the linear term with the -regularizer and the quadratic term with the trace norm regularizer. Then, we formulate the CFM o…
NeuralFactors uses deep learning to improve factor analysis in equity modeling.
Machine learning helps estimate risk premiums of stocks without knowing their factors.
Paper proposes C-STM for multimodal neuroimaging data classification.
Proposes FEFM and DeepFEFM for CTR prediction, outperforming state-of-the-art models.
Proposes a new machine learning-based method for conjoint analysis.
Enhanced AI analysis predicts S&P 500 stock dynamics using various financial metrics.
An ideal cognitively-inspired memory system would compress and organize incoming items. The Kanerva Machine (Wu et al, 2018) is a Bayesian model that naturally implements online memory compression. However, the organization of the Kanerva Machine is limited by its use of a single Gaussian random matrix for storage. Her…
Framework identifies causal factors of climate change using correlations and machine learning.
For a learning task, data can usually be collected from different sources or be represented from multiple views. For example, laboratory results from different medical examinations are available for disease diagnosis, and each of them can only reflect the health state of a person from a particular aspect/view. Therefor…
Knowledge tracing is a sequence prediction problem where the goal is to predict the outcomes of students over questions as they are interacting with a learning platform. By tracking the evolution of the knowledge of some student, one can optimize instruction. Existing methods are either based on temporal latent variabl…
FSGD uses latent factors to scale SGD for high-dimensional learning.
FactorGCL uses hypergraph learning to predict stock returns by mining hidden factors.
Proposes MLDP for modeling multilinear data.
Novel KAN-based autoencoder improves asset pricing models' accuracy and interpretability.
Method controls extrapolation in prediction profiles for statistical and machine learning models.
Machine learning models predict depression risk based on various factors.
This paper presents a novel approach to speaker subspace modelling based on Gaussian-Binary Restricted Boltzmann Machines (GRBM). The proposed model is based on the idea of shared factors as in the Probabilistic Linear Discriminant Analysis (PLDA). GRBM hidden layer is divided into speaker and channel factors, herein t…
Hardware-accelerated RBM solves large combinatorial problems and integer factorization.
Study analyzes Disney stock market performance using machine learning.
This paper introduces our solution to the 2018 Duolingo Shared Task on Second Language Acquisition Modeling (SLAM). We used deep factorization machines, a wide and deep learning model of pairwise relationships between users, items, skills, and other entities considered. Our solution (AUC 0.815) hopefully managed to bea…
Nonnegative Boltzmann machines (NNBMs) are recurrent probabilistic neural network models that can describe multi-modal nonnegative data. NNBMs form rectified Gaussian distributions that appear in biological neural network models, positive matrix factorization, nonnegative matrix factorization, and so on. In this paper,…
Newsroom in online ecosystem is difficult to untangle. With prevalence of social media, interactions between journalists and individuals become visible, but lack of understanding to inner processing of information feedback loop in public sphere leave most journalists baffled. Can we provide an organized view to charact…
Study uses ML and causal analysis to predict student performance factors.
In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model selection is becoming increasingly important. Automating the selection and tuni…
Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are collected at an ever-growing scale, statistical machine learning faces some new cha…
Study proposes a new method for deep portfolio optimization using residual factors.
Here we propose a novel model family with the objective of learning to disentangle the factors of variation in data. Our approach is based on the spike-and-slab restricted Boltzmann machine which we generalize to include higher-order interactions among multiple latent variables. Seen from a generative perspective, the …
Modeling interactions between features improves the performance of machine learning solutions in many domains (e.g. recommender systems or sentiment analysis). In this paper, we introduce Exponential Machines (ExM), a predictor that models all interactions of every order. The key idea is to represent an exponentially l…
Latent factor models have been used widely in collaborative filtering based recommender systems. In recent years, deep learning has been successful in solving a wide variety of machine learning problems. Motivated by the success of deep learning, we propose a deeper version of latent factor model. Experiments on benchm…
Embedding-based Knowledge Base Completion models have so far mostly combined distributed representations of individual entities or relations to compute truth scores of missing links. Facts can however also be represented using pairwise embeddings, i.e. embeddings for pairs of entities and relations. In this paper we ex…
Tackling pattern recognition problems in areas such as computer vision, bioinformatics, speech or text recognition is often done best by taking into account task-specific statistical relations between output variables. In structured prediction, this internal structure is used to predict multiple outputs simultaneously,…
Tensor factorization arises in many machine learning applications, such knowledge base modeling and parameter estimation in latent variable models. However, numerical methods for tensor factorization have not reached the level of maturity of matrix factorization methods. In this paper, we propose a new method for CP te…
Polynomial networks and factorization machines are two recently-proposed models that can efficiently use feature interactions in classification and regression tasks. In this paper, we revisit both models from a unified perspective. Based on this new view, we study the properties of both models and propose new efficient…
Factorization machines (FMs) are a supervised learning approach that can use second-order feature combinations even when the data is very high-dimensional. Unfortunately, despite increasing interest in FMs, there exists to date no efficient training algorithm for higher-order FMs (HOFMs). In this paper, we present the …
Advertising and feed ranking are essential to many Internet companies such as Facebook and Sina Weibo. Among many real-world advertising and feed ranking systems, click through rate (CTR) prediction plays a central role. There are many proposed models in this field such as logistic regression, tree based models, factor…
Paper develops a new estimator for high-dimensional panel data with common shocks.
An efficient way to learn deep density models that have many layers of latent variables is to learn one layer at a time using a model that has only one layer of latent variables. After learning each layer, samples from the posterior distributions for that layer are used as training data for learning the next layer. Thi…