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.
FinBloom enhances LLMs for real-time financial queries.
This paper improves retrieval for LLMs in financial document Q&A.
Intelligent financial data analysis system improves accuracy and efficiency.
We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science, statistical physics and sociometry provide insights on a wide range of discipli…
Portfolio diversification and active risk management are essential parts of financial analysis which became even more crucial (and questioned) during and after the years of the Global Financial Crisis. We propose a novel approach to portfolio diversification using the information of searched items on Google Trends. The…
Financial market prediction on the basis of online sentiment tracking has drawn a lot of attention recently. However, most results in this emerging domain rely on a unique, particular combination of data sets and sentiment tracking tools. This makes it difficult to disambiguate measurement and instrument effects from f…
Study finds LLMs hallucinate in finance tasks, needing research.
Study uses LLMs to improve financial forecasting by integrating textual and numerical data.
Computable contracts simplify financial transactions and reduce legal costs.
FINCH dataset enables financial Text-to-SQL tasks, improving model evaluation.
Agent-based modeling is a powerful simulation technique to understand the collective behavior and microscopic interaction in complex financial systems. Recently, the concept for determining the key parameters of the agent-based models from empirical data instead of setting them artificially was suggested. We first revi…
LLMs struggle with financial reasoning but can outperform the market with human oversight.
GC 2022 challenges real-time trend detection in financial tick data.
DatedGPT prevents lookahead bias in financial forecasting models.
Solves TOD systems' query annotation problem without explicit annotations.
Quantum self-attention boosts automated market maker performance in crypto trading.
Study exact community recovery in noisy SBM with limited queries.
Proposes a new query autocompletion method that maximizes retrieval performance.
A new method for private query release using Johnson-Lindenstrauss projection.
LAZO reduces query complexity and variance in ZO methods.
We consider a query-based data acquisition problem for binary classification of unknown labels, which has diverse applications in communications, crowdsourcing, recommender systems and active learning. To ensure reliable recovery of unknown labels with as few number of queries as possible, we consider an effective quer…
We study power-law correlations properties of the Google search queries for Dow Jones Industrial Average (DJIA) component stocks. Examining the daily data of the searched terms with a combination of the rescaled range and rescaled variance tests together with the detrended fluctuation analysis, we show that the searche…
We consider the problem of adaptively PAC-learning a probability distribution 's mode by querying an oracle for information about a sequence of i.i.d. samples generated from . We consider two different query models: (a) each query is an index for which the oracle reveals…
Estimates heavy hitters in data streams with queries, balancing accuracy and efficiency.
Survey of statistical queries and their applications.
We study the query complexity of a learner-private sequential learning problem, motivated by the privacy and security concerns due to eavesdropping that arise in practical applications such as pricing and Federated Learning. A learner tries to estimate an unknown scalar value, by sequentially querying an external datab…
Source coding is the canonical problem of data compression in information theory. In a locally encodable source coding, each compressed bit depends on only few bits of the input. In this paper, we show that a recently popular model of semi-supervised clustering is equivalent to locally encodable source coding. In this …
A new query embedding method improves KB performance on complex queries.
Answering complex logical queries on large-scale incomplete knowledge graphs (KGs) is a fundamental yet challenging task. Recently, a promising approach to this problem has been to embed KG entities as well as the query into a vector space such that entities that answer the query are embedded close to the query. Howeve…
In this paper we study the adaptive learnability of decision trees of depth at most from membership queries. This has many applications in automated scientific discovery such as drugs development and software update problem. Feldman solves the problem in a randomized polynomial time algorithm that asks $\tilde O(2^…
We study black-box attacks on machine learning classifiers where each query to the model incurs some cost or risk of detection to the adversary. We focus explicitly on minimizing the number of queries as a major objective. Specifically, we consider the problem of attacking machine learning classifiers subject to a budg…
Fairly allocate items with noisy queries, reducing envy.
This paper models the crowdsourced labeling/classification problem as a sparsely encoded source coding problem, where each query answer, regarded as a code bit, is the XOR of a small number of labels, as source information bits. In this paper we leverage the connections between this problem and well-studied codes with …
In query learning, the goal is to identify an unknown object while minimizing the number of "yes" or "no" questions (queries) posed about that object. A well-studied algorithm for query learning is known as generalized binary search (GBS). We show that GBS is a greedy algorithm to optimize the expected number of querie…
We introduce new combinatorial quantities for concept classes, and prove lower and upper bounds for learning complexity in several models of query learning in terms of various combinatorial quantities. Our approach is flexible and powerful enough to enough to give new and very short proofs of the efficient learnability…
The paper tackles learning smooth distance functions using query-based methods.
Understanding search queries is critical for shopping search engines to deliver a satisfying customer experience. Popular shopping search engines receive billions of unique queries yearly, each of which can depict any of hundreds of user preferences or intents. In order to get the right results to customers it must be …
Efficiently tests two distributions with few label queries.
We study the query complexity of Bayesian Private Learning: a learner wishes to locate a random target within an interval by submitting queries, in the presence of an adversary who observes all of her queries but not the responses. How many queries are necessary and sufficient in order for the learner to accurately est…
This work sets lower bounds on the number of score queries needed for diffusion sampling.
Most content-based image retrieval systems consider either one single query, or multiple queries that include the same object or represent the same semantic information. In this paper we consider the content-based image retrieval problem for multiple query images corresponding to different image semantics. We propose a…
Improves model classification accuracy in black-box settings.
Improved algorithm for selecting a hypothesis locally privately with fewer queries.
Discrete integration in a high dimensional space of n variables poses fundamental challenges. The WISH algorithm reduces the intractable discrete integration problem into n optimization queries subject to randomized constraints, obtaining a constant approximation guarantee. The optimization queries are expensive, which…
In query learning, the goal is to identify an unknown object while minimizing the number of "yes or no" questions (queries) posed about that object. We consider three extensions of this fundamental problem that are motivated by practical considerations in real-world, time-critical identification tasks such as emergency…
ChatGPT models classify financial texts with minimal training.
Study learns linear utility functions from comparisons, showing learnability gaps between passive and active learning.
We investigate the problem of active learning on a given tree whose nodes are assigned binary labels in an adversarial way. Inspired by recent results by Guillory and Bilmes, we characterize (up to constant factors) the optimal placement of queries so to minimize the mistakes made on the non-queried nodes. Our query se…