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.
Deep Bayesian models estimate causal effects for dynamic treatment regimes over long follow-up times.
New algorithm poLinUCB improves online learning in content recommendation platforms.
New method for causal inference in survival outcomes using RDD.
Ensemble model predicts AD progression from CN status with high accuracy.
Develops new methods for risk-aware decision-making in medical bandits.
This article is a follow-up of a short essay that appeared in Nature 455, 1181 (2008) [arXiv:0810.5306]. It has become increasingly clear that the erratic dynamics of markets is mostly endogenous and not due to the rational processing of exogenous news. I elaborate on the idea that spin-glass type of problems, where th…
Study compares resampling methods for rare event prediction in longitudinal studies.
Paper optimizes stock option forecasting using ML models and improved trading strategies.
The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made through analysis of financial stock data. To handle big data sets, current conven…
Noninvasive MR-guided focused ultrasound (MRgFUS) treatments are promising alternatives to the surgical removal of malignant tumors. A significant challenge is assessing the viability of treated tissue during and immediately after MRgFUS procedures. Current clinical assessment uses the nonperfused volume (NPV) biomarke…
Algorithmic trading systems on DEXs reject most candidate tokens, but the counterfactual outcome of rejected candidates is rarely measured.
We show that there are no tight nonholomorphic maps from irreducible domains into exceptional codomains, the only exception being the already known tight nonholomorphic maps from the Poincare disc. This follows up on previous work by the first author where this was shown for classical codomains.
Meta-SAC automatically tunes SAC's entropy temperature for better exploration.
Corrects errors in previous studies on metric measure spaces.
The present paper is a follow up of our paper \cite{nS}. We investigate here the maximization of higher order eigenvalues in a conformal class on a smooth compact boundaryless Riemannian surface. Contrary to the case of the first nontrivial eigenvalue as shown in \cite{nS}, bubbling phenomena appear.
This paper is a follow-up to our joint paper with I. Agol, P. Storm and K. Whyte "Finiteness of arithmetic hyperbolic reflection groups". The main purpose is to investigate the effective side of the method developed there and its possible application to the problem of classification of arithmetic hyperbolic reflection …
We consider the Degree-Corrected Stochastic Block Model (DC-SBM): a random graph on nodes, having i.i.d. weights (possibly heavy-tailed), partitioned into asymptotically equal-sized clusters. The model parameters are two constants and the finite second moment of the weights $Φ^{…
Paper proposes new -regret measure for non-episodic RL.
Chronic Pulmonary Aspergillosis (CPA) is a complex lung disease caused by infection with Aspergillus. Computed tomography (CT) images are frequently requested in patients with suspected and established disease, but the radiological signs on CT are difficult to quantify making accurate follow-up challenging. We propose …
New FX option interpolations impact implied volatilities.
Study uses ML to predict non-participation in ELSA COVID-19 follow-up studies.
There is currently great interest in applying neural networks to prediction tasks in medicine. It is important for predictive models to be able to use survival data, where each patient has a known follow-up time and event/censoring indicator. This avoids information loss when training the model and enables generation o…
Perceptrons have been known for a long time as a promising tool within the neural networks theory. The analytical treatment for a special class of perceptrons started in seminal work of Gardner \cite{Gar88}. Techniques initially employed to characterize perceptrons relied on a statistical mechanics approach. Many of su…
Online audio advertising is a particular form of advertising used abundantly in online music streaming services. In these platforms, which tend to host tens of thousands of unique audio advertisements (ads), providing high quality ads ensures a better user experience and results in longer user engagement. Therefore, th…
The BBF, SABR, and rough SABR formulas provide nearly arbitrage-free implied vol approximations.
The aim of this text is to provide an elementary and self-contained exposition of Gromov's argument on topological overlap (the presentation is based on Gromov's work, as well as two follow-up papers of Matousek and Wagner, and of Dotterrer, Kaufman and Wagner). We also discuss a simple generalization in which the vert…
This is a follow up of our previous paper - Trybuła and Zawisza \cite{TryZaw}, where we considered a modification of a monotone mean-variance functional in continuous time in stochastic factor model. In this article we address the problem of optimizing the mentioned functional in a market with a stochastic interest rat…
Electronic health records (EHR) data provide a cost and time-effective opportunity to conduct cohort studies of the effects of multiple time-point interventions in the diverse patient population found in real-world clinical settings. Because the computational cost of analyzing EHR data at daily (or more granular) scale…
Alternative proof for links not smoothly slice in .
A new method joins two arcs with a degree of freedom.
A recent paper (arxiv.org:1810.00025) studied properties of a compactification of the moduli space of irreducible Hermitian-Yang-Mills connections on a hermitian bundle over a projective algebraic manifold. In this follow-up note, we show that the Yang-Mills flow at infinity on the space of semistable integrable connec…
We give a partial characterization of bordered Floer homology in terms of sutured Floer homology. The bordered algebra and modules are direct sums of certain sutured Floer complexes. The algebra multiplication and algebra action correspond to a new gluing map on SFH. It is defined algebraically, and is a special case o…
Explores tensor products in hyperdimensional computing.
In the last few years, machine learning techniques, in particular convolutional neural networks, have been investigated as a method to replace or complement traditional matched filtering techniques that are used to detect the gravitational-wave signature of merging black holes. However, to date, these methods have not …
Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.
Objective: The aim of this study is to develop an automated classification algorithm for polysomnography (PSG) recordings to detect non-apneic and non-hypopneic arousals. Our particular focus is on detecting the respiratory effort-related arousals (RERAs) which are very subtle respiratory events that do not meet the cr…
This is an expository paper which gives a proof of the Atiyah-Singer index theorem for Dirac operators, presenting the theorem as a computation of the K-homology of a point. This paper and its follow up ("K-homology and index theory II: Elliptic Operators") was written to clear up basic points about index theory that a…
Survey on machine learning from very few samples.
Random shuffle method boosts HF dataset size 10-21 times.
In recent years, besides the medical treatment methods in medical field, Computer Aided Diagnosis (CAD) systems which can facilitate the decision making phase of the physician and can detect the disease at an early stage have started to be used frequently. The diagnosis of Idiopathic Pulmonary Fibrosis (IPF) disease by…
In this follow up work to [45, 33, 32, 46] we introduce and study a notion of geodesic stability restricted to rays with prescribed singularity types. A number of notions of interest fit into this framework, in particular algebraic- and transcendental K-polystability, equivariant K-polystability, and the geodesic K-pol…
Analyzing electronic health records (EHR) poses significant challenges because often few samples are available describing a patient's health and, when available, their information content is highly diverse. The problem we consider is how to integrate sparsely sampled longitudinal data, missing measurements informative …
Study on scalar curvature in wedge spaces with existence and obstruction results.
Patients suffering from obstructive sleep apnea are mainly treated with continuous positive airway pressure (CPAP). Good compliance with this therapy is broadly accepted as more than 4h of CPAP average use nightly. Although it is a highly effective treatment, compliance with this therapy is problematic to achieve with …
CUBE explains models by balanced experiments and contrasts.
This paper aims to analyse adolescents' road accidents in Tuscany. The analysis is based on the Database Edit of Osservatorio di Epidemiologia della Toscana. Complexity and heterogeneity of Edit's data represet an interesting scope to apply Machine Learning methods. In particular, in this paper is proposed an analysis …
Imputation with missing-indicators improves machine learning performance, especially for categorical attributes.
New method uses patchworking to represent oriented matroids.