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.
Paper introduces a new multi-kernel algorithm for better gradient approximation.
New RL method learns from passive data by modeling intentions.
Active learning can't improve over passive in certain settings.
This paper aims to incorporate passive symmetries in machine learning for better generalization.
This paper investigates the market impact of passive orders.
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 …
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…
Model predicts active and passive cosponsorship motivations in Congress.
Study shows big winner stocks significantly impact passive and active investment strategies.
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…
Mean representations of VAEs are correlated but still useful for tasks.
The Heston model optimizes portfolio management based on real market data.
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…
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…
Physics-informed learning framework for pH systems and EB-PBC control.
Paper introduces active and passive causal inference techniques.
Stabilizes online learning by using weighted reservoir sampling.
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…
This study proposes an equal-weight portfolio strategy to reduce risk compared to traditional ETFs.
Algometrics analyzes how predictive models affect their own forecasts in algorithmic markets.
FeDXL tackles federated learning for X-risk optimization.
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…
Study learns linear utility functions from comparisons, showing learnability gaps between passive and active learning.
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…
Study stability of selective SSMs with discontinuous gating.
Optimal fees protect passive LPs in AMMs under varying market conditions.
Neural networks model COVID-19 spread with partial isolation data.
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…
Paper analyzes PSGLD for adaptive IRL with finite-sample bounds.
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…
Active data collection improves convergence rates in operator learning.
Model A outperforms passive investment in stock index prediction with less exposure.
In standard passive imitation learning, the goal is to learn a target policy by passively observing full execution trajectories of it. Unfortunately, generating such trajectories can require substantial expert effort and be impractical in some cases. In this paper, we consider active imitation learning with the goal of…
In this work, we propose a novel framework for the labeling of entity alignments in knowledge graph datasets. Different strategies to select informative instances for the human labeler build the core of our framework. We illustrate how the labeling of entity alignments is different from assigning class labels to single…
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…
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…
This paper studies graphical model selection, i.e., the problem of estimating a graph of statistical relationships among a collection of random variables. Conventional graphical model selection algorithms are passive, i.e., they require all the measurements to have been collected before processing begins. We propose an…
Paper proposes Langevin dynamics for adaptive IRL of stochastic gradient algorithms.
We provide a new online learning algorithm which utilizes online passive-aggressive learning (PA) and total-error-rate minimization (TER) for binary classification. The PA learning establishes not only large margin training but also the capacity to handle non-separable data. The TER learning on the other hand minimizes…
We propose a new active learning algorithm for parametric linear regression with random design. We provide finite sample convergence guarantees for general distributions in the misspecified model. This is the first active learner for this setting that provably can improve over passive learning. Unlike other learning se…
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 …
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…
A Deep Zero-Inflated Model for Detecting North Atlantic Right Whale Presence
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…