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.
New RL method learns from passive data by modeling intentions.
This paper aims to incorporate passive symmetries in machine learning for better generalization.
The Heston model optimizes portfolio management based on real market data.
Paper introduces a new multi-kernel algorithm for better gradient approximation.
Actively sampled data can have very different characteristics than passively sampled data. Therefore, it's promising to investigate using different inference procedures during AL than are used during passive learning (PL). This general idea is explored in detail for the focused case of AL with cost-weighted SVMs for im…
Physics-informed learning framework for pH systems and EB-PBC control.
Stabilizes online learning by using weighted reservoir sampling.
Active learning can't improve over passive in certain settings.
This paper investigates the market impact of passive orders.
Study shows big winner stocks significantly impact passive and active investment strategies.
New online learning algorithm combines PA and TER for binary classification.
We provide new results concerning label efficient, polynomial time, passive and active learning of linear separators. We prove that active learning provides an exponential improvement over PAC (passive) learning of homogeneous linear separators under nearly log-concave distributions. Building on this, we provide a comp…
Algometrics analyzes how predictive models affect their own forecasts in algorithmic markets.
FeDXL tackles federated learning for X-risk optimization.
Active data collection improves convergence rates in operator learning.
Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock markets with a unique data on investors' transactions on Nokia. We find that the…
We study the role of active and passive investors in an investment market with uncertainties. Active investors concentrate on a single or a few stocks with a given probability of determining the quality of them. Passive investors spread their investment uniformly, resembling buying the market index. In this toy market …
Mean representations of VAEs are correlated but still useful for tasks.
Neural networks model COVID-19 spread with partial isolation data.
Passive investing can incur hidden costs due to market timing inefficiencies.
We study the theoretical advantages of active learning over passive learning. Specifically, we prove that, in noise-free classifier learning for VC classes, any passive learning algorithm can be transformed into an active learning algorithm with asymptotically strictly superior label complexity for all nontrivial targe…
Batteryless or so called passive wearables are providing new and innovative methods for human activity recognition (HAR), especially in healthcare applications for older people. Passive sensors are low cost, lightweight, unobtrusive and desirably disposable; attractive attributes for healthcare applications in hospital…
Model predicts active and passive cosponsorship motivations in Congress.
Automata learning techniques automatically generate system models from test observations. These techniques usually fall into two categories: passive and active. Passive learning uses a predetermined data set, e.g., system logs. In contrast, active learning actively queries the system under learning, which is considered…
Optimal fees protect passive LPs in AMMs under varying market conditions.
Study learns linear utility functions from comparisons, showing learnability gaps between passive and active learning.
Active learning is a type of sequential design for supervised machine learning, in which the learning algorithm sequentially requests the labels of selected instances from a large pool of unlabeled data points. The objective is to produce a classifier of relatively low risk, as measured under the 0-1 loss, ideally usin…
JIT liquidity providers can sometimes reduce overall market liquidity by crowding out passive LPs.
Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…
In this paper we study a symmetry group of vector space. Basis manifold is a homogeneous space of a symmetry group. This concept leads us to the definition of active and passive transformations on basis manifold. Active transformation can be expressed as a transformation of vector space. Passive transformation gives ab…
In Passive POMDPs actions do not affect the world state, but still incur costs. When the agent is bounded by information-processing constraints, it can only keep an approximation of the belief. We present a variational principle for the problem of maintaining the information which is most useful for minimizing the cost…
Paper introduces active and passive causal inference techniques.
This study proposes an equal-weight portfolio strategy to reduce risk compared to traditional ETFs.
Paper proposes Langevin dynamics for adaptive IRL of stochastic gradient algorithms.
In this paper, we introduce the first principled adaptive-sampling procedure for learning a convex function in the norm, a problem that arises often in the behavioral and social sciences. We present a function-specific measure of complexity and use it to prove that, for each convex function , our …
Lin et al. (Reports, 7 September 2018, p. 1004) reported a remarkable proposal that employs a passive, strictly linear optical setup to perform pattern classifications. But interpreting the multilayer diffractive setup as a deep neural network and advocating it as an all-optical deep learning framework are not well jus…
There is a large body of work on convergence rates either in passive or active learning. Here we outline some of the results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness and the margin noise. We also discuss the relative merits of these underlying assumpti…
In this paper we apply active learning algorithms for dynamic pricing in a prominent e-commerce website. Dynamic pricing involves changing the price of items on a regular basis, and uses the feedback from the pricing decisions to update prices of the items. Most popular approaches to dynamic pricing use a passive learn…
The non-stationary nature of electroencephalography (EEG) signals makes an EEG-based brain-computer interface (BCI) a dynamic system, thus improving its performance is a challenging task. In addition, it is well-known that due to non-stationarity based covariate shifts, the input data distributions of EEG-based BCI sys…
Twitter, a popular social network, presents great opportunities for on-line machine learning research. However, previous research has focused almost entirely on learning from passively collected data. We study the problem of learning to acquire followers through normative user behavior, as opposed to the mass following…
Active learning reduces smart meter data needs for better electric load predictions.
A Deep Zero-Inflated Model for Detecting North Atlantic Right Whale Presence
There is a large body of work on convergence rates either in passive or active learning. Here we first outline some of the main results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness of the regression function (or the boundary between classes) and the margin…
Online Passive-Aggressive (PA) learning is a class of online margin-based algorithms suitable for a wide range of real-time prediction tasks, including classification and regression. PA algorithms are formulated in terms of deterministic point-estimation problems governed by a set of user-defined hyperparameters: the a…
Study stability of selective SSMs with discontinuous gating.
Paper analyzes PSGLD for adaptive IRL with finite-sample bounds.
Paper tackles clustering with ordinal comparisons, achieving near-optimal results.
Model A outperforms passive investment in stock index prediction with less exposure.