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.
This paper solves the multiple reference model problem in RLHF with exact solutions and sample complexity guarantees.
New methods improve LLM preference optimization by intelligently weighting multiple reference models.
Enhances anomaly detection using multiple reference datasets.
The paper introduces a method for forecasting corporate sales growth using multiple reference variables.
This article proposes a biologically inspired neurocomputational architecture which learns associations between words and referents in different contexts, considering evidence collected from the literature of Psycholinguistics and Neurolinguistics. The multi-layered architecture takes as input raw images of objects (re…
Framework for sorting with diverse value models and valued assignment examples.
New method learns cell trajectories from multiple snapshots.
Study measures gender bias in machine translation using multiple reference points.
Modeling price dynamics in AMMs with fees using geometric Brownian motion.
Recently, there has been interest in multiplicative recurrent neural networks for language modeling. Indeed, simple Recurrent Neural Networks (RNNs) encounter difficulties recovering from past mistakes when generating sequences due to high correlation between hidden states. These challenges can be mitigated by integrat…
We show that compact fully connected (FC) deep learning networks trained to classify wireless protocols using a hierarchy of multiple denoising autoencoders (AEs) outperform reference FC networks trained in a typical way, i.e., with a stochastic gradient based optimization of a given FC architecture. Not only is the co…
This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.
Framework uses dropout to efficiently explore Rashomon set for multiplicity estimation.
We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between the enlarged filtration and the reference default-free filtration in the random measure framework. On each default scena…
Paper proposes using LSTM for LSH-based sequence alignment.
In this paper, we study the dual representation for generalized multiple stopping problems, hence the pricing problem of general multiple exercise options. We derive a dual representation which allows for cashflows which are subject to volume constraints modeled by integer valued adapted processes and refraction period…
Researchers develop a method to infer reference measures from observed functionals.
Study presents MMC model for better fitting multiple choice data.
Triangulation filters spurious circuits in multilingual models.
We investigate a generalized stochastic model with the property known as mean reversion, that is, the tendency to relax towards a historical reference level. Besides this property, the dynamics is driven by multiplicative and additive Wiener processes. While the former is modulated by the internal behavior of the syste…
The learning of predictive models for data-driven decision support has been a prevalent topic in many fields. However, construction of models that would capture interactions among input variables is a challenging task. In this paper, we present a new preference learning approach for multiple criteria sorting with poten…
Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable autoregressive (AR) processes. We introduce a new model selection technique bas…
New method calibrates reference distributions for bounded support.
Global fixed income returns span across multiple maturities and economies, that is, they naturally reside on multi-dimensional data structures referred to as tensors. In contrast to standard "flat-view" multivariate models that are agnostic to data structure and only describe linear pairwise relationships, we introduce…
New method assesses prediction intervals across different operating points.
This paper uses probability tensors for efficient path planning in complex scenarios.
We introduce a new class of nonstationary kernels, which we derive as covariance functions of a novel family of stochastic processes we refer to as string Gaussian processes (string GPs). We construct string GPs to allow for multiple types of local patterns in the data, while ensuring a mild global regularity condition…
Canonical correlation analysis (CCA) has been one of the most popular methods for frequency recognition in steady-state visual evoked potential (SSVEP)-based brain-computer interfaces (BCIs). Despite its efficiency, a potential problem is that using pre-constructed sine-cosine waves as the required reference signals in…
InfoTuple efficiently selects larger tuple queries for ranking multiple objects, improving efficiency and consistency.
This article is motivated by soccer positional passing networks collected across multiple games. We refer to these data as replicated spatial passing networks---to accurately model such data it is necessary to take into account the spatial positions of the passer and receiver for each passing event. This spatial regist…
Automatically detects and down-weights noisy samples in machine learning training.
A new convex model tackles noisy separable NMF with provable correctness.
We investigate multiple testing and variable selection using the Least Angle Regression (LARS) algorithm in high dimensions under the assumption of Gaussian noise. LARS is known to produce a piecewise affine solution path with change points referred to as the knots of the LARS path. The key to our results is an express…
ReQuestNet simplifies 5G channel estimation with a unified model.
A theoretical study is presented for a simple linear classifier called reference distance estimator (RDE), which assigns the weight of each feature j as P(r|j)-P(r), where r is a reference feature relevant to the target class y. The analysis shows that if r performs better than random guess in predicting y and is condi…
A new framework for deep learning from multiple experts tackles long-tailed data issues.
This article presents a new model for valuing a credit default swap (CDS) contract that is affected by multiple credit risks of the buyer, seller and reference entity. We show that default dependency has a significant impact on asset pricing. In fact, correlated default risk is one of the most pervasive threats in fina…
Proposes a defense method against multiple adversarial video types.
A large collection of daily time series for 60 world currencies' exchange rates is considered. The correlation matrices are calculated and the corresponding Minimal Spanning Tree (MST) graphs are constructed for each of those currencies used as reference for the remaining ones. It is shown that multiplicity of the MST …
AutoML has become a popular service that is provided by most leading cloud service providers today. In this paper, we focus on the AutoML problem from the \emph{service provider's perspective}, motivated by the following practical consideration: When an AutoML service needs to serve {\em multiple users} with {\em multi…
We identify a phenomenon, which we refer to as multi-model forgetting, that occurs when sequentially training multiple deep networks with partially-shared parameters; the performance of previously-trained models degrades as one optimizes a subsequent one, due to the overwriting of shared parameters. To overcome this, w…
A new method averages neural network parameters to rank features robustly.
Proposes a robust FMR model for handling sample heterogeneity.
We study coherent risk measures which are time-consistent for multiple filtrations. We show that a coherent risk measure is time-consistent for every filtration if and only if it is one of four main types. Furthermore, if the risk measure is strictly monotone it is linear, and if the reference probability space is not …
Proposes a novel graph signal model using narrowband kernels.
A framework for robust exploration in reinforcement learning under ambiguity.
New algorithms detect and react to multiple change points in online learning.
This paper uses reference priors to improve deep learning models with unlabeled and labeled data.