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.
Efficient SNN on Loihi achieves high gesture recognition accuracy.
Using Intel's Loihi neuromorphic research chip and ABR's Nengo Deep Learning toolkit, we analyze the inference speed, dynamic power consumption, and energy cost per inference of a two-layer neural network keyword spotter trained to recognize a single phrase. We perform comparative analyses of this keyword spotter runni…
Neuromorphic hardware platforms, such as Intel's Loihi chip, support the implementation of Spiking Neural Networks (SNNs) as an energy-efficient alternative to Artificial Neural Networks (ANNs). SNNs are networks of neurons with internal analogue dynamics that communicate by means of binary time series. In this work, a…
LINTEL improves INTEL's time series prediction by optimizing computation and accuracy.
Integrates inductive biases into VAEs using intermediary latent variables.
The paper considers a general semi-Markov model for Limit Order Books with two states, which incorporates price changes that are not fixed to one tick. Furthermore, we introduce an even more general case of the semi-Markov model for LimitOrder Books that incorporates an arbitrary number of states for the price changes.…
As Machine Learning (ML) gets applied to security-critical or sensitive domains, there is a growing need for integrity and privacy for outsourced ML computations. A pragmatic solution comes from Trusted Execution Environments (TEEs), which use hardware and software protections to isolate sensitive computations from the…
In this paper, we consider sequential online prediction (SOP) for streaming data in the presence of outliers and change points. We propose an INstant TEmporal structure Learning (INTEL) algorithm to address this problem. Our INTEL algorithm is developed based on a full consideration of the duality between online predic…
DRL agents learn to trade Intel stock with stable positive returns.
Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel Pentium SIMD (Single Instruction Multiple Data) a…
For sales and marketing organizations within large enterprises, identifying and understanding new markets, customers and partners is a key challenge. Intel's Sales and Marketing Group (SMG) faces similar challenges while growing in new markets and domains and evolving its existing business. In today's complex technolog…
A deep-learning inference accelerator is synthesized from a C-language software program parallelized with Pthreads. The software implementation uses the well-known producer/consumer model with parallel threads interconnected by FIFO queues. The LegUp high-level synthesis (HLS) tool synthesizes threads into parallel FPG…
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus per…
New MGCPP model for order flow in financial markets.
Deep learning model classifies concurrent human interactions from WiFi data with high accuracy.
Training deep learning models is compute-intensive and there is an industry-wide trend towards hardware specialization to improve performance. To systematically benchmark deep learning platforms, we introduce ParaDnn, a parameterized benchmark suite for deep learning that generates end-to-end models for fully connected…
Alpha signals for statistical arbitrage strategies are often driven by latent factors. This paper analyses how to optimally trade with latent factors that cause prices to jump and diffuse. Moreover, we account for the effect of the trader's actions on quoted prices and the prices they receive from trading. Under fairly…
State-of-the-art machine learning frameworks support a wide variety of design features to enable a flexible machine learning programming interface and to ease the programmability burden on machine learning developers. Identifying and using a performance-optimal setting in feature-rich frameworks, however, involves a no…
We propose K-TanH, a novel, highly accurate, hardware efficient approximation of popular activation function TanH for Deep Learning. K-TanH consists of parameterized low-precision integer operations, such as, shift and add/subtract (no floating point operation needed) where parameters are stored in very small look-up t…
Optimized parallel algorithms for identifying strong ties in data.
Word2vec is a widely used algorithm for extracting low-dimensional vector representations of words. State-of-the-art algorithms including those by Mikolov et al. have been parallelized for multi-core CPU architectures, but are based on vector-vector operations with "Hogwild" updates that are memory-bandwidth intensive …
Three new efficient algorithms project vectors onto weighted l1 ball.
Executing a basket of co-integrated assets is an important task facing investors. Here, we show how to do this accounting for the informational advantage gained from assets within and outside the basket, as well as for the permanent price impact of market orders (MOs) from all market participants, and the temporary imp…
Our community has greatly improved the efficiency of deep learning applications, including by exploiting sparsity in inputs. Most of that work, though, is for inference, where weight sparsity is known statically, and/or for specialized hardware. We propose a scheme to leverage dynamic sparsity during training. In parti…
Predicting the number of clock cycles a processor takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC…
R. Cont and A. de Larrard (SIAM J. Finan. Math, 2013) introduced a tractable stochastic model for the dynamics of a limit order book, computing various quantities of interest such as the probability of a price increase or the diffusion limit of the price process. As suggested by empirical observations, we extend their …
Cancer is a complex disease, the understanding and treatment of which are being aided through increases in the volume of collected data and in the scale of deployed computing power. Consequently, there is a growing need for the development of data-driven and, in particular, deep learning methods for various tasks such …
Paper proposes CNN-LSTM for WiFi indoor localization.
RDMM integrates RL and deep learning for better trading performance.
Paper corrects GIRP algorithm to ensure isotonic models.
RS-NN predicts belief functions for classification, improving accuracy and uncertainty estimation.
Ansor generates high-performance tensor programs for deep learning.
The paper forecasts Bitcoin prices using statistical and machine learning models.
Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semico…
State of the art deep learning models have made steady progress in the fields of computer vision and natural language processing, at the expense of growing model sizes and computational complexity. Deploying these models on low power and mobile devices poses a challenge due to their limited compute capabilities and str…
Recent technological advances have proliferated the available computing power, memory, and speed of modern Central Processing Units (CPUs), Graphics Processing Units (GPUs), and Field Programmable Gate Arrays (FPGAs). Consequently, the performance and complexity of Artificial Neural Networks (ANNs) is burgeoning. While…
Synchronized stochastic gradient descent (SGD) optimizers with data parallelism are widely used in training large-scale deep neural networks. Although using larger mini-batch sizes can improve the system scalability by reducing the communication-to-computation ratio, it may hurt the generalization ability of the models…
Neural network training entails heavy computation with obvious bottlenecks. The Compute Unified Device Architecture (CUDA) programming model allows us to accelerate computation by passing the processing workload from the CPU to the graphics processing unit (GPU). In this paper, we leveraged the power of Nvidia GPUs to …
Implementing large-scale deep neural networks with high computational complexity on low-cost IoT devices may inevitably be constrained by limited computation resource, making the devices hard to respond in real-time. This disjunction makes the state-of-art deep learning algorithms, i.e. CNN (Convolutional Neural Networ…
CDLF predicts product life-cycles in cold-start phases with high accuracy.
T-BFA targets and misleads specific DNN inputs to a chosen output.
For the past 5 years, the ILSVRC competition and the ImageNet dataset have attracted a lot of interest from the Computer Vision community, allowing for state-of-the-art accuracy to grow tremendously. This should be credited to the use of deep artificial neural network designs. As these became more complex, the storage,…
Model predicts web page parallelism for improved browser performance and energy.
This paper speeds up WMD computation for multiple queries efficiently.
This study improves Ernie's accuracy for INT8 inference by modifying its training process.