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.
daep learns from irregular, multimodal astronomical data.
A2MT learns agents to select which modalities to acquire at test time.
Framework detects influential actors in disinformation networks.
Little is known about how different types of advertising affect brand attitudes. We investigate the relationships between three brand attitude variables (perceived quality, perceived value and recent satisfaction) and three types of advertising (national traditional, local traditional and digital). The data represent t…
BootsTAP uses real-world data to improve TAP tracking performance.
This study uses CNN-IOs to estimate MRI image reconstruction performance bounds.
Noiseless IO bounds inferred from demonstrations, matching adversarial settings.
Researchers prove abelianizations of specific groups are finitely generated.
The Ideal Observer (IO) performance has been advocated when optimizing medical imaging systems for signal detection tasks. However, analytical computation of the IO test statistic is generally intractable. To approximate the IO test statistic, sampling-based methods that employ Markov-Chain Monte Carlo (MCMC) technique…
It is widely accepted that optimization of medical imaging system performance should be guided by task-based measures of image quality (IQ). Task-based measures of IQ quantify the ability of an observer to perform a specific task such as detection or estimation of a signal (e.g., a tumor). For binary signal detection t…
The goal of this study is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies that mobilize analyses as VARCOMP, we deploy a multi-agent system simulating the behavior of firms adopting RBV or IO strategic mod…
In this paper, we present an experimental study for the classification of perceived human stress using non-invasive physiological signals. These include electroencephalography (EEG), galvanic skin response (GSR), and photoplethysmography (PPG). We conducted experiments consisting of steps including data acquisition, fe…
Here, we present a novel approach to solve the problem of reconstructing perceived stimuli from brain responses by combining probabilistic inference with deep learning. Our approach first inverts the linear transformation from latent features to brain responses with maximum a posteriori estimation and then inverts the …
Paper introduces IO-NPF for efficient Bayesian experimental design.
Two new outlyingness scores improve outlier detection in high-dimensional data.
Paper explores supervised learning methods to approximate ideal observer for joint signal detection and localization.
For a safe, natural and effective human-robot social interaction, it is essential to develop a system that allows a robot to demonstrate the perceivable responsive behaviors to complex human behaviors. We introduce the Multimodal Deep Attention Recurrent Q-Network using which the robot exhibits human-like social intera…
The artistic style of a painting is a subtle aesthetic judgment used by art historians for grouping and classifying artwork. The recently introduced `neural-style' algorithm substantially succeeds in merging the perceived artistic style of one image or set of images with the perceived content of another. In light of th…
A method uses CG to create efficient channels for ideal observers.
There is a consensus that human and non-human subjects experience temporal distortions in many stages of their perceptual and decision-making systems. Similarly, intertemporal choice research has shown that decision-makers undervalue future outcomes relative to immediate ones. Here we combine techniques from informatio…
Study tests rough fractional volatility model across different time scales, revealing new volatility patterns.
Oil is perceived as a good diversification tool for stock markets. To fully understand this potential, we propose a new empirical methodology that combines generalized autoregressive score copula functions with high frequency data and allows us to capture and forecast the conditional time-varying joint distribution of …
We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks such as forecasting or anomaly detection. It provides all necessary components and …
We introduce GraSPy, a Python library devoted to statistical inference, machine learning, and visualization of random graphs and graph populations. This package provides flexible and easy-to-use algorithms for analyzing and understanding graphs with a scikit-learn compliant API. GraSPy can be downloaded from Python Pac…
We introduce hyppo, a unified library for performing multivariate hypothesis testing, including independence, two-sample, and k-sample testing. While many multivariate independence tests have R packages available, the interfaces are inconsistent and most are not available in Python. hyppo includes many state of the art…
We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive system, where purposeful agents collectively and simultaneously create and perceive their environment as they interact with it. It has been s…
Deep learning methods have shown extraordinary potential for analyzing very diverse biomedical data, but their dissemination beyond developers is hindered by important computational hurdles. We introduce ImJoy (https://imjoy.io/), a flexible and open-source browser-based platform designed to facilitate widespread reuse…
This thesis advances algorithms and software for QMC, GP, and sciML.
Click-through rate (CTR) is a key signal of relevance for search engine results, both organic and sponsored. CTR of a result has two core components: (a) the probability of examination of a result by a user, and (b) the perceived relevance of the result given that it has been examined by the user. There has been consid…
We present a novel, log-radius profile representation for convex curves and define a new operation for combining the shape features of curves. Unlike the standard, angle profile-based methods, this operation accurately combines the shape features in a visually intuitive manner. This method have implications in shape an…
Dynamic pricing model considers ambiguity in endowment growth rate.
Responds to comments on Bayesian Logic Regression algorithm, provides extensions and tutorial.
A generative recurrent neural network is quickly trained in an unsupervised manner to model popular reinforcement learning environments through compressed spatio-temporal representations. The world model's extracted features are fed into compact and simple policies trained by evolution, achieving state of the art resul…
Variational inference is a powerful concept that underlies many iterative approximation algorithms; expectation propagation, mean-field methods and belief propagations were all central themes at the school that can be perceived from this unifying framework. The lectures of Manfred Opper introduce the archetypal example…
PROTOCOL tackles imbalanced multi-view clustering by enhancing contrastive learning.
Model compresses event-like contexts using gated surprise signals.
DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.
By observing their environment as well as other traffic participants, humans are enabled to drive road vehicles safely. Vehicle passengers, however, perceive a notable difference between non-experienced and experienced drivers. In particular, they may get the impression that the latter ones anticipate what will happen …
A method for a single policy to solve various tasks across diverse agent morphologies.
What return should you expect when you take on a given amount of risk? How should that return depend upon other people's behavior? What principles can you use to answer these questions? In this paper, we approach these topics by exploring the consequences of two simple hypotheses about risk. The first is a common-sense…
Music that is generated by recurrent neural networks often lacks a sense of direction and coherence. We therefore propose a two-stage LSTM-based model for lead sheet generation, in which the harmonic and rhythmic templates of the song are produced first, after which, in a second stage, a sequence of melody notes is gen…
This paper develops a dynamic equilibrium model where agents exhibit a strong form of belief heterogeneity: they disagree about zero probability events. It is shown that, somewhat surprisingly, equilibrium exists in this setting, and that the disagreement about nullsets naturally leads to equilibrium asset pricing bubb…
This research converts visual information into audio for users to perceive.
The wavelet scattering transform is an invariant signal representation suitable for many signal processing and machine learning applications. We present the Kymatio software package, an easy-to-use, high-performance Python implementation of the scattering transform in 1D, 2D, and 3D that is compatible with modern deep …
We explore building generative neural network models of popular reinforcement learning environments. Our world model can be trained quickly in an unsupervised manner to learn a compressed spatial and temporal representation of the environment. By using features extracted from the world model as inputs to an agent, we c…
The recent breakthroughs in computer vision have benefited from the availability of large representative datasets (e.g. ImageNet and COCO) for training. Yet, robotic vision poses unique challenges for applying visual algorithms developed from these standard computer vision datasets due to their implicit assumption over…
We study dynamics of a simulated world with stock and money, driven by the externally given processes which we refer to as sentiments. The considered sentiments influence the buy/sell stock trading attitude, the perceived price uncertainty, and the trading intensity of all or a part of the market participants. We study…
This work simplifies choosing reinforcement-learning algorithms.