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 model uses heteroscedastic Gaussian process for alkenone SST proxy.
We show that the climate phenomena of El Nino and La Nina arise naturally as states of macro-variables when our recent causal feature learning framework (Chalupka 2015, Chalupka 2016) is applied to micro-level measures of zonal wind (ZW) and sea surface temperatures (SST) taken over the equatorial band of the Pacific O…
Graph neural networks (GNNs) are designed for semi-supervised node classification on graphs where only a subset of nodes have class labels. However, under extreme cases when very few labels are available (e.g., 1 labeled node per class), GNNs suffer from severe performance degradation. Specifically, we observe that exi…
Deep learning detects sleep state fluctuations in neonates from single EEG channel.
The study forecasts water quality from satellite data using machine learning.
Study compares machine learning algorithms for predicting SST in the Great Barrier Reef.
In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…
This article presents a stochastic framework to quantify the biometric risk of an insurance portfolio in solvency regimes such as Solvency II or the Swiss Solvency Test (SST). The main difficulty in this context constitutes in the proper representation of long term risks in the profit-loss distribution over a one year …
Study on tracking preference shifts in dueling bandits problems.
Exact pairwise ranking is achievable but not possible under noisy comparisons.
The driving force behind the recent success of LSTMs has been their ability to learn complex and non-linear relationships. Consequently, our inability to describe these relationships has led to LSTMs being characterized as black boxes. To this end, we introduce contextual decomposition (CD), an interpretation algorithm…
This study predicts parking availability using multi-source data and a self-supervised learning enhanced transformer.
Pairwise comparison data arises in many domains, including tournament rankings, web search, and preference elicitation. Given noisy comparisons of a fixed subset of pairs of items, we study the problem of estimating the underlying comparison probabilities under the assumption of strong stochastic transitivity (SST). We…
Framework for realistic insurance liability valuation.
One of the current challenges in machine learning is how to deal with data coming at increasing rates in data streams. New predictive learning strategies are needed to cope with the high throughput data and concept drift. One of the data stream mining tasks where new learning strategies are needed is multi-target regre…
In this paper, we propose Dynamic Self-Attention (DSA), a new self-attention mechanism for sentence embedding. We design DSA by modifying dynamic routing in capsule network (Sabouretal.,2017) for natural language processing. DSA attends to informative words with a dynamic weight vector. We achieve new state-of-the-art …
Neural network model improves longevity risk assessment.
The paper tackles optimal level set estimation in crowdsourcing and tournaments.
Super-resolution is a classical problem in image processing, with numerous applications to remote sensing image enhancement. Here, we address the super-resolution of irregularly-sampled remote sensing images. Using an optimal interpolation as the low-resolution reconstruction, we explore locally-adapted multimodal conv…
Information-theoretic quantities, such as entropy, are used to quantify the amount of information a given variable provides. Entropies can be used together to compute the mutual information, which quantifies the amount of information two variables share. However, accurately estimating these quantities from data is extr…
Understanding local currents in the North Atlantic region of the ocean is a key part of modelling heat transfer and global climate patterns. Satellites provide a surface signature of the temperature of the ocean with a high horizontal resolution while in situ autonomous probes supply high vertical resolution, but horiz…
Charmer improves character-level adversarial attacks for language models.
Motivated by applications in recommender systems, web search, social choice and crowdsourcing, we consider the problem of identifying the set of top items from noisy pairwise comparisons. In our setting, we are non-actively given pairwise comparisons between each pair of items, where each comparison has noi…
Parsimonious Dynamic Mode Decomposition selects sparse modes robustly.
We study methods for aggregating pairwise comparison data in order to estimate outcome probabilities for future comparisons among a collection of n items. Working within a flexible framework that imposes only a form of strong stochastic transitivity (SST), we introduce an adaptivity index defined by the indifference se…
New margin-based regularization and selective sampling improve deep neural network performance.
New algorithm B++&C improves hierarchical clustering on large deep embedding datasets.
The paper assesses text classification robustness through maximal safe radius computation.
Proposes FIPO-BC for efficient online calibration of complex models.
The paper designs tests for comparing ranked preference data and finds significant differences.
New neural network extracts signal components and their IFs from non-uniform samples.