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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.

168,932 papers · 148 categories

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69139208277 · Jun 202019922001200920172026
48 results for Global Attention

Study examines asset pricing using various attention models, finding global self-attention and sliding window sparse attention models perform well.

problem Traditional asset pricing models miss temporal dependency and short memory issues.
method Investigates RNN attention models with various attention mechanisms for large-cap US stocks.
result Global self-attention and sliding window sparse attention models outperform in deriving returns and hedging risks, especially during the pandemic.

Investor attention predicts global equity market volatility during Ukraine invasion.

problem Predicting global equity market volatility during geopolitical events.
method Event-specific attention indices based on Google Trends, analyzed across 51 global equity markets.
result Investor attention significantly predicts volatility in countries with higher economic openness to Russia and closer to it.

Gradient descent converges geometrically to optimal self-attention parameters.

problem Training softmax self-attention layers for linear regression.
method Structure-aware gradient descent with preconditioner and regularizer.
result Gradient descent converges geometrically to global minima.

Global Memory Augmentation (GMAT) improves Transformer performance on long documents.

problem Large memory requirements of Transformer pairwise dot-product attention for long sequences.
method Integrates a dense global memory of length M into sparse Transformer blocks.
result Significant improvement on various tasks, including synthetic tasks, masked language modeling, and reading comprehension.

Proposes a novel model for healthcare and SME credit risk prediction.

problem Lack of guidance from global view in sequence representation learning for time series modeling.
method Hierarchical Global View-guided (HGV) sequence representation learning framework with GGE and ββ-Attn modules.
result Competitive prediction performance compared with other known baselines.

This paper improves GNNs' generalization by adding a Low-Rank Global Attention module.

problem Improving the generalization power of Graph Neural Networks (GNNs).
method Incorporating a Low-Rank Global Attention (LRGA) module into GNNs.
result Augmenting GNNs with LRGA aligns them with a powerful graph isomorphism test, 2-Folklore Weisfeiler-Lehman (2-FWL).

A new method for feature fusion in U-Net decoders using difference-based gating.

problem Precise fusion of high-level semantics and low-level details in U-Net decoder reconstruction.
method Proposes two difference-based gating approaches: Feature-difference gating (FDG) and Entropy-difference gating (EDG).
result Both FDG and EDG methods outperform existing attention-based fusion methods, with EDG showing superior performance.

EAGLE-Net enhances foundation models by integrating patch-level features for better tissue understanding.

problem Foundation models lack mechanisms for global tissue structure and local context in computational pathology.
method EAGLE-Net combines multi-scale spatial encoding, attention-guided loss functions, and background suppression to aggregate patch-level features into slide-level predictions.
result EAGLE-Net improves classification accuracy and concordance indices across multiple cancer types, producing biologically coherent attention maps.

New approach improves linear-time attention for language models.

problem Challenges of quadratic attention in long-sequence modelling, especially for discrete data.
method Reinterpreting linear attention through latent probabilistic graphical models, introducing asymmetric structure and recurrent parameterisation.
result Our model achieves competitive performance and outperforms existing linear attention variants on language modelling benchmarks.

Attention learns PCA on Gaussian data, proving its connection to principal component analysis.

problem Principal component analysis on Gaussian data.
method Analysis of attention mechanisms through PCA, covering finite and infinite prompt regimes.
result Attention aligns with principal eigenvectors of covariance matrices, converging to optimal solutions in the infinite-prompt limit.

LNUCB-TA improves MAB performance by dynamically adjusting exploration rates and recognizing spatiotemporal patterns.

problem Suboptimal performance in environments with rapidly changing reward structures and static exploration rates.
method Hybrid model combining linear and nonlinear estimation, with adaptive k-NN for temporal attention.
result Significantly outperforms state-of-the-art algorithms in cumulative and mean reward, convergence, and robustness.

SpGAT learns graph representations using spectral attention for efficiency.

problem Efficiently capturing global graph patterns with minimal parameters.
method Introduces Spectral Graph Attention Network (SpGAT) using spectral domain attention mechanisms and a fast Chebychev approximation.
result SpGAT achieves better global pattern recognition with fewer parameters compared to GAT.

Conformer encoder reverses sequence in time dimension, affecting decoder training.

problem Reversal of sequence in Conformer encoder impacts decoder training.
method Analyzed initial behavior of decoder cross-attention and proposed methods to avoid flipping.
result Self-attention module of Conformer starts dominating, allowing only reversed information to pass.

A new method for multi-criteria recommender systems using graph attention networks.

problem Lack of nuanced relationships between users and items based on specific criteria.
method MDGAT, a multi-edge bipartite graph with dual attention networks and contrastive learning.
result MDGAT achieves higher accuracy in predicting item ratings compared to baseline methods.

This research integrates attention into XAI frameworks for better model explanations.

problem Improving the interpretability of transformer models.
method Developed two novel explanation methods: Shapley value decomposition and token-level directional derivatives.
result Attention weights can be meaningfully incorporated into XAI frameworks, enhancing transformer explainability.

GA-Net selectively attends to parts of a sequence for text classification.

problem Inefficient global attention mechanisms on long sequences.
method Gated Attention Network (GA-Net) using an auxiliary network to dynamically select and attend to important parts of the sequence.
result GA-Net achieves better performance with less computation and interpretability.

PAGTN improves molecular property prediction by leveraging longer-range graph dependencies.

problem Local aggregation in GCNs misses higher-order graph properties.
method PAGTN uses path features and global attention layers to capture longer-range dependencies.
result PAGTN outperforms GCNs on various molecular property prediction datasets.

T-EMDE bridges the heterogeneity gap between image and text modalities.

problem Finding similarities between image and text modalities with non-related feature spaces.
method Inspired by EMDE, T-EMDE uses sketches for multimodal operations, avoiding self-attention's quadratic complexity.
result T-EMDE achieves state-of-the-art results and reduces model latency.

A3T-GCN improves traffic forecasting by capturing spatial and temporal dependencies.

problem Accurate real-time traffic forecasting in complex road networks.
method Attention Temporal Graph Convolutional Network (A3T-GCN) integrating recurrent units and graph convolutional network.
result Improved prediction accuracy through attention mechanism and global temporal information.

KFAtt improves CTR prediction by modeling user behavior with Kalman filtering attention.

problem Improving CTR prediction in personalized e-commerce search engines.
method KFAtt combines Kalman filtering with attention mechanisms to model user behavior.
result KFAtt outperforms existing methods in CTR prediction, achieving better performance in both offline and online settings.

Transformers are powerful sequence models, but require time and memory that grows quadratically with the sequence length. In this paper we introduce sparse factorizations of the attention matrix which reduce this to O(nn)O(n \sqrt{n}). We also introduce a) a variation on architecture and initialization to train deeper net…

2019-04-23abs ↗pdf ↗

Graph Neural Networks improve volatility prediction in financial markets.

problem Traditional models struggle with complex, non-linear interdependencies in financial markets.
method Temporal Graph Attention Network (Temporal GAT) combines GCNs and GATs to capture dynamic graph structures.
result Temporal GAT outperforms traditional GARCH models in volatility forecasting, especially for short- to mid-term predictions.

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism…

2018-10-05abs ↗pdf ↗

Study on multi-head softmax attention dynamics for in-context learning.

problem Understanding and optimizing multi-head softmax attention models for multi-task linear regression.
method Gradient flow analysis and spectral mapping technique.
result Gradient flow converges to optimal multi-head softmax attention model, with task allocation emerging during training.

We consider a Canham-Helfrich-type variational problem defined over closed surfaces enclosing a fixed volume and having fixed surface area. The problem models the shape of multiphase biomembranes. It consists of minimizing the sum of the Canham-Helfrich energy, in which the bending rigidities and spontaneous curvatures…

2012-04-30abs ↗pdf ↗

Orion-Bix combines biaxial attention and meta-learning for tabular few-shot learning.

problem Scaling and generalizing tabular models with mixed numeric and categorical fields, weak feature structure, and limited labeled data.
method Orion-Bix uses biaxial attention and meta-learned in-context reasoning to efficiently capture local and global dependencies.
result Orion-Bix outperforms gradient-boosting baselines and state-of-the-art tabular models on public benchmarks.