Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

3517021,0531,404 · Jun 202019922001200920172026
48 results for HAR models

HAR model outperforms ML in stock forecasting with correct fitting schemes.

problem Realized volatility forecasting using machine learning techniques.
method Investigated the role of fitting schemes in HAR model performance, focusing on training window and re-estimation frequency.
result HAR model consistently outperforms ML models when using a correctly specified fitting approach.

RNN-HAR model improves VaR forecasting with long-memory and non-linear dynamics.

problem Efficiently forecasting Value at Risk (VaR) with long-memory and non-linear realized volatility.
method Loss-based generalized Bayesian inference with Sequential Monte Carlo for model estimation and prediction.
result RNN-HAR model consistently outperforms other VaR forecasting models.

The study compares econometric and deep learning models for forecasting COMEX copper futures volatility.

problem Forecasting volatility of COMEX copper futures across different time intervals.
method Econometric models (GARCH, HAR) and deep learning models (RNN, LSTM, GRU) applied to daily and hourly data.
result Deep learning models outperform econometric models in hourly data, but HAR remains the best overall for daily data.

Paper compares three regularization-based methods for HAR, highlighting their strengths and limitations.

problem Challenges in evolving ML models for dynamic health and well-being applications.
method Evaluation of three regularization-based continual learning approaches for Human Activity Recognition (HAR).
result No single technique outperformed all others in all scenarios considered.

Enhanced volatility forecasting using options data and rough volatility model.

problem Improving realized volatility forecasting accuracy.
method Infer spot volatility from options data using rough stochastic volatility model, accelerate estimation with deep learning, benchmark against traditional models.
result Augmented HAR-RV-RHeston model outperforms traditional models in daily and long-term forecasting.

Study forecasts volatility and risk in electricity markets using matrix-HAR models.

problem Forecasting volatility and risk in electricity markets.
method Constructed a parsimonious matrix-HAR type model to estimate realized covariation and risk premia in electricity markets.
result Inclusion of longer time horizons and renewable generation information improves forecasts.

Graph-based multimodal federated learning for HAR improves accuracy and privacy.

problem Challenges in HAR due to noisy data, incomplete measurements, and privacy concerns.
method Proposes GraMFedDHAR, a Graph-based Multimodal Federated Learning framework for HAR tasks, using modality-specific graphs, residual GCNs, and attention-based fusion.
result Experimental results show up to 13 percent performance improvement for MultiModalGCN under differential privacy constraints.

Deep learning model classifies concurrent human interactions from WiFi data with high accuracy.

problem Classifying concurrent human interactions from WiFi data with high accuracy.
method Attention-BiGRU deep learning model using Multiple Input Multiple Output radio link.
result Maximum benchmark accuracy of 94% for a single subject-pair, 88% for ten subject pairs.

A new deep learning framework improves HAR with user adaptation.

problem Sensor-based human activity recognition with long-term dependencies.
method Attention-based deep learning framework with user adaptation.
result Average increment of more than 7% on F1 score over state-of-the-art.

Foundation models improve on econometric benchmarks for forecasting volatility, but vary widely across models.

problem Comparing pretrained time series foundation models to econometric benchmarks for volatility forecasting.
method Systematic comparison of nine zero-shot TSFMs against eight econometric specifications on 50 assets across 3 markets and 3 horizons.
result Tiny Time Mixers (TTM) is the only model that consistently beats the Log-HAR benchmark, but performance varies widely across models.

Combining deep neural networks with structured logic rules is desirable to harness flexibility and reduce uninterpretability of the neural models. We propose a general framework capable of enhancing various types of neural networks (e.g., CNNs and RNNs) with declarative first-order logic rules. Specifically, we develop…

2016-03-21abs ↗pdf ↗

MEx: Multi-modal Exercises Dataset is a multi-sensor, multi-modal dataset, implemented to benchmark Human Activity Recognition(HAR) and Multi-modal Fusion algorithms. Collection of this dataset was inspired by the need for recognising and evaluating quality of exercise performance to support patients with Musculoskelet…

2019-08-13abs ↗pdf ↗

The paper evaluates forecast accuracy of realized volatility measures in large cross-sections.

problem Forecast evaluation of realized volatility measures in large cross-sections of financial data.
method Equal predictive accuracy testing procedures, LASSO shrinkage, measurement error correction, cross-sectional jump component measures.
result The augmented HAR model outperforms the standard HAR model in forecasting realized volatility.

Neuromorphic Computing is a nascent research field in which models and devices are designed to process information by emulating biological neural systems. Thanks to their superior energy efficiency, analog neuromorphic systems are highly promising for embedded, wearable, and implantable systems. However, optimizing neu…

2019-05-28abs ↗pdf ↗

VOLARE provides standardized realized volatility measures from financial data.

problem Lack of standardized realized volatility measures from ultra-high-frequency data.
method Asset-specific pipeline for cleaning and sampling data, providing a wide range of realized estimators.
result Comprehensive set of realized estimators for equities, exchange rates, and futures.

Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.

problem Understanding asymmetry's impact on modeling and forecasting realized volatility in Japanese stock markets.
method Employed heterogeneous autoregressive (HAR) models with three types of asymmetry: positive and negative realized semivariance, asymmetric jumps, and leverage effects.
result Leverage effects significantly influence realized volatility modeling and forecast performance in Japanese stock markets.

VFDS selects dynamic features for efficient HAR tasks, optimizing performance-cost trade-offs.

problem Optimizing feature selection for varying costs and dynamic contexts in machine learning tasks.
method Bayesian learning framework with variational dynamic selection policy.
result VFDS selects different features under changing contexts, saving sensory costs while maintaining HAR accuracy.

Paper proposes a deep learning method for better covariance matrix forecasting.

problem Suboptimal predictive performance in traditional matrix volatility forecasting.
method Riemannian-geometry-aware deep learning framework for symmetric positive definite matrices.
result Our method outperforms traditional approaches in predictive accuracy.

This thesis builds a real-time VaR calculation workflow for crypto derivatives.

problem Managing risk in volatile cryptocurrency markets.
method Applied EMWA, GARCH, and HAR models to forecast volatility; used delta-gamma-theta approach and Cornish-Fisher expansion.
result Real-time VaR estimates with millisecond calculation latencies.

A-FADMM improves FL scalability and privacy via wireless channel perturbations and interference.

problem Challenges in model training due to wireless channel randomness and interference.
method Formulated a novel constrained optimization problem and proposed A-FADMM framework.
result Proves convergence and privacy guarantees for A-FADMM under time-varying channels.

Deep learning methods are successfully used in applications pertaining to ubiquitous computing, health, and well-being. Specifically, the area of human activity recognition (HAR) is primarily transformed by the convolutional and recurrent neural networks, thanks to their ability to learn semantic representations from r…

2019-07-27abs ↗pdf ↗

New approach improves human activity recognition with wearables.

problem Improving human activity recognition with wearables.
method Exploiting latent relationships between multi-channel sensor modalities, data-agnostic augmentation, and a classification loss criterion.
result Achieves new state-of-the-art performance on four diverse activity recognition benchmarks.

Improved heart rate and activity recognition with low-power wrist sensors.

problem Challenges in battery life, cost, and sensor performance in wrist-worn sensing applications.
method Used photoplethysmography (PPG) for heart rate and activity recognition, applying transfer learning and CNNs.
result Low sampling frequencies (5 Hz and 10 Hz) achieved good performance in heart rate and activity recognition.

IPO Finance Agent evaluates LLMs on SpaceX IPO due diligence, surpassing Finance Agent v2.

problem Evaluating language models on financial tasks like IPO due diligence.
method Introducing IPO Finance Agent and an evaluator-optimizer pipeline.
result The best-performing model reaches 79.4% accuracy at 0.30 USD per query.

IPO Finance Agent extends Finance Agent v2 for SpaceX S-1 filings, improving accuracy and cost-efficiency.

problem Evaluating IPO due diligence tasks with long-form documents.
method Extended task domain, improved agentic harness with contextual retrieval, automated rubric generation.
result Best-performing model reaches 79.8% accuracy, cost-efficient model at 77.2% with 0.05 USD per query.

Real-time personalization for HAR models learns from new users without prior data.

problem Poor performance of HAR models on new users without labeled data.
method Incremental online domain adaptation using batch normalization.
result Personalized HAR models adapt to new users in real-time.

RAN model recognizes multiple activities from unlabeled sensor data.

problem Handling weakly labeled multi-activity data from wearable sensors.
method Recurrent Attention Networks (RAN) for sequential multi-activity recognition and localization.
result RAN model can infer multiple activities and determine activity locations from unlabeled data.

Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models (HMMs) for time-dependent data. There are two challenges to applying SG-MCMC in this…

2017-06-14abs ↗pdf ↗

Traditional human activity recognition (HAR) based on time series adopts sliding window analysis method. This method faces the multi-class window problem which mistakenly labels different classes of sampling points within a window as a class. In this paper, a HAR algorithm based on U-Net is proposed to perform activity…

2018-09-20abs ↗pdf ↗