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arXiv research

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.

168,742 papers · 148 categories

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48 results for Public Attention

Collectivistic countries influence Bitcoin returns more than individualistic ones during the pandemic.

problem The impact of public attention to COVID-19 on Bitcoin returns.
method Rolling and recursive-evolving algorithms to account for timing and estimation bias.
result Collectivistic countries have stronger causal impacts on Bitcoin returns.

Autonomous driving is getting a lot of attention in the last decade and will be the hot topic at least until the first successful certification of a car with Level 5 autonomy. There are many public datasets in the academic community. However, they are far away from what a robust industrial production system needs. Ther…

2019-01-26abs ↗pdf ↗

Proposes a multi-modal attention network for better stock price prediction.

problem Predicting future stock movements using historical records and social media.
method Extracts semantic information from social media, estimates credibility, and integrates with numeric features.
result Significantly improved prediction accuracy and trading profits compared to previous methods.

MMformer improves forecasting of environmental time series data.

problem Accurately forecasting environmental change trends for policy-making.
method Meta-learning MTS model combining self-attention and adaptive transferable multi-head attention.
result MMformer outperforms other models in air quality and climate datasets, reducing prediction errors by 50% in MSE and 20% in MAE.

This work proposes a collaborative multi-head attention layer to reduce model size without sacrificing accuracy.

problem Over-parameterization in transformer models trained with large datasets.
method Proposes a collaborative multi-head attention layer that shares key/query projections.
result Reduction in model size by 4 for same accuracy and speed.

We introduce a transformer-based GNN model, named UGformer, to learn graph representations. In particular, we present two UGformer variants, wherein the first variant (publicized in September 2019) is to leverage the transformer on a set of sampled neighbors for each input node, while the second (publicized in May 2021…

2019-09-26abs ↗pdf ↗

Inspired by the observation that humans are able to process videos efficiently by only paying attention where and when it is needed, we propose an interpretable and easy plug-in spatial-temporal attention mechanism for video action recognition. For spatial attention, we learn a saliency mask to allow the model to focus…

2018-10-01abs ↗pdf ↗

Orion-Bix combines biaxial attention and meta-learning for tabular few-shot learning.

problem Scaling and generalizing tabular models with mixed numeric and categorical fields, weak feature structure, and limited labeled data.
method Orion-Bix uses biaxial attention and meta-learned in-context reasoning to efficiently capture local and global dependencies.
result Orion-Bix outperforms gradient-boosting baselines and state-of-the-art tabular models on public benchmarks.

KGRL uses reinforcement learning with knowledge graphs for better interactive recommendation.

problem Achieving responsiveness and accuracy in dynamic user-item interactions.
method KGRL combines reinforcement learning and knowledge graphs, using a local knowledge network and attention mechanism.
result KGRL outperforms state-of-the-art methods in simulated and real-world environments.

Improved volatility forecasts for U.S. stocks using social media and news data.

problem Challenges in forecasting equity market volatility due to infrequency and variability of macroeconomic announcements.
method Estimating public attention and sentiment towards scheduled macroeconomic variables using various data sources and machine learning.
result Significant improvement in volatility forecasts for U.S. stocks, up to 14.99% on average.

AIMM-X monitors markets for suspicious behavior using transparent scoring.

problem Detecting market manipulation from benign mechanisms.
method Combines microstructure signals and public attention signals for anomaly detection.
result Transparent scoring allows tracing and understanding flagged windows.

Improves dialogue response model interpretability using attention and regularization.

problem Improving interpretability of dual encoder models for dialogue response suggestions.
method Integrates attention mechanism and novel regularization loss to emphasize important words.
result Improves model accuracy and interpretability compared to existing methods.

Study shows how missing data from certain groups can unfairly bias risk models.

problem Data missingness without indicators of missingness can unfairly bias risk models.
method Developed an analytically tractable model of differential feature under-reporting and proposed new methods to mitigate bias.
result Under-reporting typically leads to increasing disparities in risk models.

Traffic flow prediction is crucial for urban traffic management and public safety. Its key challenges lie in how to adaptively integrate the various factors that affect the flow changes. In this paper, we propose a unified neural network module to address this problem, called Attentive Crowd Flow Machine~(ACFM), which …

2018-09-01abs ↗pdf ↗

Machine learning suffers from poor design, data, and evaluation practices.

problem Ad hoc design, poor data hygiene, and lack of statistical rigor in model evaluation.
method Examines the entire machine learning process from design to evaluation, highlighting common pitfalls and providing recommendations.
result Common pitfalls in machine learning research and development are identified and actionable recommendations are provided.

Generalised matrix-matrix multiplication forms the kernel of many mathematical algorithms. A faster matrix-matrix multiply immediately benefits these algorithms. In this paper we implement efficient matrix multiplication for large matrices using the floating point Intel Pentium SIMD (Single Instruction Multiple Data) a…

2019-11-18abs ↗pdf ↗

Higgs bundles appeared a few decades ago as solutions to certain equations from physics and have attracted much attention in geometry as well as other areas of mathematics and physics. Here, we take a very informal stroll through some aspects of linear algebra that anticipate the deeper structure in the moduli space of…

2019-10-08abs ↗pdf ↗

Model earnings call transcripts for better stock price prediction.

problem Predicting future stock price movements using earnings call transcripts.
method Deep learning framework with an attention mechanism to encode text data into vectors for predicting stock price movements.
result The proposed model outperforms traditional machine learning methods in stock price prediction.

STAM learns important time steps and variables for multivariate time series prediction.

problem Accurate interpretation of multivariate time series predictions.
method Spatiotemporal attention mechanism (STAM) for multivariate time series modeling.
result STAM maintains state-of-the-art prediction accuracy with improved interpretability.

Proposes HetSANN for learning heterogeneous graph structures without meta-paths.

problem Learning low-dimensional vector space of heterogeneous information networks.
method Implicitly represents heterogeneous information through entity space transformation and attention mechanism.
result Significant improvements over state-of-the-art solutions on public datasets.

RKT model improves knowledge tracing by considering exercise relations and student forget behavior.

problem Traditional KT models fail to consider both exercise relations and student forget behavior.
method RKT model uses relation-aware self-attention to incorporate exercise relations and student forget behavior.
result RKT model outperforms state-of-the-art KT methods on real-world datasets.

With the growing importance of personalized recommendation, numerous recommendation models have been proposed recently. Among them, Matrix Factorization (MF) based models are the most widely used in the recommendation field due to their high performance. However, MF based models suffer from cold start problems where us…

2019-05-27abs ↗pdf ↗

Speech enhancement improved by adapting to unknown speakers without auxiliary signals.

problem Improving speech enhancement accuracy for unknown speakers.
method Adopting multi-task learning for speech enhancement and speaker identification, using multi-head self-attention.
result Achieved state-of-the-art performance and improved subjective quality.

Pointwise localization allows more precise localization and accurate interpretability, compared to bounding box, in applications where objects are highly unstructured such as in medical domain. In this work, we focus on weakly supervised localization (WSL) where a model is trained to classify an image and localize regi…

2019-07-25abs ↗pdf ↗

RAN model recognizes multiple activities from unlabeled sensor data.

problem Handling weakly labeled multi-activity data from wearable sensors.
method Recurrent Attention Networks (RAN) for sequential multi-activity recognition and localization.
result RAN model can infer multiple activities and determine activity locations from unlabeled data.

Bitcoins and Blockchain technologies are attracting the attention of different scientific communities. In addition, their widespread industrial applications and the continuous introduction of cryptocurrencies are also stimulating the attention of the public opinion. The underlying structure of these technologies consti…

2018-04-06abs ↗pdf ↗

This study improves electricity price forecasting in the Irish balancing market.

problem Limited and inconsistent research on short-term price forecasting in volatile balancing markets.
method Compared statistical, machine learning, and deep learning models using a public dataset and framework.
result LEAR, a statistical approach, outperforms complex models in the balancing market.