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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.

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48 results for Long-Range Arena

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

problem Frequency bias in SSMs affects their performance on long-range sequences.
method Proposed two mechanisms to tune frequency bias: scaling initialization or applying a Sobolev-norm-based filter.
result Tuning frequency bias improves SSMs' performance on long-range sequence learning tasks.

LUNA improves linear attention for long sequences without sacrificing accuracy.

problem Quadratic computational cost of softmax attention in long-sequence domains.
method LUNA learns a learnable kernel feature map to reduce attention cost to linear while maintaining accuracy.
result LUNA achieves state-of-the-art performance on the LRA and excels at post-hoc conversion.

New method improves deep learning model robustness and accuracy for long sequences.

problem Challenges in learning long-range sequence tasks using state-space models.
method Proposes a perturb-then-diagonalize (PTD) methodology to address ill-posed diagonalization problems in SSMs.
result Demonstrates improved robustness and accuracy of S5-PTD model on Long-Range Arena benchmark.

Skeinformer accelerates self-attention for long sequences with linear complexity.

problem Efficiency of Transformer models in processing long sequences.
method Matrix sketching and column sampling to reduce quadratic complexity to linear.
result Skeinformer outperforms alternatives with smaller time/space footprint.

The authors propose a parametric model called the arena model for prediction in paired competitions, i.e. paired comparisons with eliminations and bifurcations. The arena model has a number of appealing advantages. First, it predicts the results of competitions without rating many individuals. Second, it takes full adv…

2018-11-25abs ↗pdf ↗

Skyformer uses Gaussian kernel and Nyström method to speed up self-attention in transformers.

problem High computational cost of self-attention in transformers.
method Replaces softmax with Gaussian kernel and applies Nyström method for matrix approximation.
result Skyformer achieves comparable or better performance with fewer computation resources.

HOPE improves SSMs for long-memory tasks with robust initialization and training.

problem Improving state-space models for long-memory tasks with robust initialization and training.
method Developed a new parameterization scheme called HOPE using Hankel operators and Markov parameters.
result HOPE improves SSMs' performance on Long-Range Arena tasks and demonstrates non-decaying memory.

Transformer-MGK replaces redundant heads with Gaussian key mixtures, improving efficiency and performance.

problem Redundant attention heads in transformers degrade performance and efficiency.
method Transformer-MGK replaces redundant heads with a mixture of Gaussian keys.
result Transformer-MGK accelerates training and inference, reduces parameters and FLOPs, and achieves comparable or better accuracy.

Dropping a tiny fraction of preferences can significantly alter the rankings of top LLMs.

problem Robustness of LLM ranking systems to small changes in preference data.
method A computational method based on the Bradley-Terry model to evaluate robustness.
result Top LLM rankings can be highly sensitive to the removal of a small fraction of preferences.

Hrrformer uses HRR to speed up self-attention for long sequences.

problem Infeasibility of using transformers with very long sequence lengths.
method Re-cast self-attention using Holographic Reduced Representations (HRR).
result Achieves near state-of-the-art accuracy with O(THlogH)\mathcal{O}(T H \log H) time complexity and O(TH)\mathcal{O}(T H) space complexity.

This paper looks into the analysis of the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results present a clear evidence of long-range persistence that exists in one year scale. The degree of long-range correlation related to maturities has…

2016-10-31abs ↗pdf ↗

S3^3Attention improves long sequence attention with smoothed skeleton sketching.

problem Quadratic complexity of vanilla Attention makes it unsuitable for long sequence tasks.
method S3^3Attention uses smoothing and matrix sketching to balance information preservation and computation.
result S3^3Attention significantly outperforms vanilla Attention and other Attention variants.

Research on long-range memory in financial and social systems using various models.

problem Understanding the nature of long-range memory in socioeconomic systems.
method Various Markov processes including point processes, stochastic differential equations, and agent-based models.
result New estimators of self-similarity and long-range memory for non-Gaussian systems are needed.

A new method uses burst and inter-burst duration to test long-range memory in financial markets.

problem Varying results from long-range memory estimators in financial markets.
method Burst and inter-burst duration statistical analysis of limit order book data.
result The new method provides a more reliable evaluation of the Hurst exponent.

Transformers can perform well with less long-range memory.

problem The need for deep long-range memory in Transformers for language modeling.
method Performed interventions to show performance can be achieved with fewer long-range memories and by limiting attention range.
result Comparable performance can be achieved with 6X fewer long-range memories and better performance with limited attention range.

Introduces Spectral Attention for better long-range time series forecasting.

problem Challenges in capturing long-range dependencies in time series forecasting.
method Spectral Attention mechanism that preserves temporal correlations and long-range dependencies.
result Achieves state-of-the-art results on 11 real-world time series datasets.

SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.

problem Efficiently compute and update Toeplitz matrices in neural networks.
method Sparse plus low-rank decomposition, asymmetric SKI, frequency response modeling.
result Achieved significant speedup with minimal performance loss.

Foresight Arena benchmarks AI forecasting on real-world markets, isolating predictive edge.

problem Evaluating AI forecasting ability in real-world markets is challenging due to overfitting, centralized trust, and conflated metrics.
method Permissionless, on-chain benchmark using probabilistic forecasts, commit-reveal protocol, and smart contracts.
result Demonstrates the need for 350 predictions to reliably distinguish agents of different skill levels.

HGNet improves GNNs' ability to handle long-range interactions in graphs.

problem Insufficiency of GNNs in capturing long-range interactions.
method Introduces hierarchical message passing models with multi-resolution graph representations.
result HGNet outperforms conventional GNNs in molecular property prediction.

This paper studies the dynamics of Brazilian interest rates for short-term maturities. The paper employs developed techniques in the econophysics literature and tests for long-range dependence in the term structure of these interest rates for the last decade. Empirical results suggest that the degree of long-range depe…

2006-07-26abs ↗pdf ↗

This paper presents empirical evidence using recently developed techniques in econophysics suggesting that the degree of long-range dependence in interest rates depends on the conduct of monetary policy. We study the term structure of interest rates for the US and find evidence that global Hurst exponents change dramat…

2006-07-26abs ↗pdf ↗

We define the surface complex for 33-manifolds and embark on a case study in the arena of Seifert fibered spaces. The base orbifold of a Seifert fibered space captures some of the topology of the Seifert fibered space, so, not surprisingly, the surface complex of a Seifert fibered space always contains a subcomplex is…

2019-03-20abs ↗pdf ↗

MIMONets speed up neural network inference by processing multiple inputs in parallel.

problem Reducing computational cost in neural network inference for large datasets.
method Proposes MIMONets, which augment neural network architectures with variable binding mechanisms to handle multiple inputs in superposition.
result Achieves significant speedups (2-4x) with minimal accuracy loss, demonstrating adaptability across different architectures.

This study uses moving average cluster entropy to analyze financial market dynamics.

problem Understanding long-range dependence in financial markets.
method Moving average cluster entropy approach applied to ARFIMA and FBM processes.
result Long-range positive correlation in financial markets is linked to the cluster entropy behavior.

We present the Compressive Transformer, an attentive sequence model which compresses past memories for long-range sequence learning. We find the Compressive Transformer obtains state-of-the-art language modelling results in the WikiText-103 and Enwik8 benchmarks, achieving 17.1 ppl and 0.97 bpc respectively. We also fi…

2019-11-13abs ↗pdf ↗

IGNN captures long-range graph dependencies using fixed-point equations.

problem Limited GNN ability to capture long-range graph dependencies.
method Fixed-point equilibrium equations involving implicitly defined state vectors, leveraging Perron-Frobenius theory and projected gradient descent.
result IGNN consistently captures long-range dependencies and outperforms state-of-the-art GNNs.

We propose a new method (implemented in an R-program) to simulate long-range daily stock-price data. The program reproduces various stylized facts much better than various parametric models from the extended GARCH-family. In particular, the empirically observed changes in unconditional variance are truthfully mirrored …

2016-12-15abs ↗pdf ↗

Graph neural networks struggle to propagate long-range information, causing over-squashing.

problem Graph neural networks struggle to propagate long-range information.
method Identified over-squashing as the bottleneck in GNNs, demonstrated on various models.
result Breaking the bottleneck improves GNNs' performance on long-range problems.

New model incorporates long-range dependence in mortality rates for better valuation and risk management.

problem Lack of appropriate models for valuing and managing mortality securities with long-range dependence.
method Proposes a novel class of Volterra mortality models that incorporate LRD, derived in closed-form solution.
result Models provide flexibility and tractability for valuing and hedging mortality-related products.

Proving that next-token prediction makes language models generate coherent long documents.

problem Understanding why language models generate coherent documents despite focusing on next-token prediction.
method Proving the power of next-token prediction in learning longer-range structure using Recurrent Neural Networks (RNN).
result Optimizing next-token prediction in RNNs yields a model that closely approximates the training distribution, even for long-range coherence.

Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the same long range memory properties. Here we present a stochastic differential eq…

2006-06-14abs ↗pdf ↗

Representation and learning of long-range dependencies is a central challenge confronted in modern applications of machine learning to sequence data. Yet despite the prominence of this issue, the basic problem of measuring long-range dependence, either in a given data source or as represented in a trained deep model, r…

2019-04-08abs ↗pdf ↗