arXiv research

Paper presents a technique using Spearman's Rank Correlation Coefficient for KE in TDs.

New Hermite series estimator for Spearman rank correlation in non-stationary data.

Standardizes weighted ranking correlation coefficients to maintain zero expected value.

This paper uses rank correlation methods to construct MSTs from financial returns, finding them more stable and robust.

We study the problem of rank aggregation: given a set of ranked lists, we want to form a consensus ranking. Furthermore, we consider the case of extreme lists: i.e., only the rank of the best or worst elements are known. We impute missing ranks by the average value and generalise Spearman's ρto extreme ranks. Our main …

New unsupervised feature selection method for imbalanced datasets.

We propose a semiparametric approach, named nonparanormal skeptic, for estimating high dimensional undirected graphical models. In terms of modeling, we consider the nonparanormal family proposed by Liu et al (2009). In terms of estimation, we exploit nonparametric rank-based correlation coefficient estimators includin…

Given a set $V$ of $n$ objects, an online ranking system outputs at each time step a full ranking of the set, observes a feedback of some form and suffers a loss. We study the setting in which the (adversarial) feedback is an element in $V$, and the loss is the position (0th, 1st, 2nd...) of the item in the outputted r…

In the IEEE Investment ranking challenge 2018, participants were asked to build a model which would identify the best performing stocks based on their returns over a forward six months window. Anonymized financial predictors and semi-annual returns were provided for a group of anonymized stocks from 1996 to 2017, which…

Paper introduces differentiable sorting and ranking with $O(n \log n)$ time complexity.

Novel fusion of autoencoders predicts sleepiness from speech.

Paper proposes Coalitional BAE to improve explainability of unsupervised deep learning models.

Nonparametric correlations such as Spearman's rank correlation and Kendall's tau correlation are widely applied in scientific and engineering fields. This paper investigates the problem of computing nonparametric correlations on the fly for streaming data. Standard batch algorithms are generally too slow to handle real…

Improved portfolio optimization using Kendall-like correlation coefficients.

In this paper, we propose a semiparametric approach, named nonparanormal skeptic, for efficiently and robustly estimating high dimensional undirected graphical models. To achieve modeling flexibility, we consider Gaussian Copula graphical models (or the nonparanormal) as proposed by Liu et al. (2009). To achieve estima…

This paper proves a generalization bound for complex-valued neural networks scaling with spectral complexity.

STRAPSim measures ETF portfolio similarity better than existing methods.

New ROC tools assess predictive abilities for any linearly ordered outcomes.

We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are respectively the linear correlation $ρ^+_v$ and Spearman's rho $ρ_s(v)$ conditio…

Several tasks in machine learning are evaluated using non-differentiable metrics such as mean average precision or Spearman correlation. However, their non-differentiability prevents from using them as objective functions in a learning framework. Surrogate and relaxation methods exist but tend to be specific to a given…

We introduce a new family of minmax rank aggregation problems under two distance measures, the Kendall τ and the Spearman footrule. As the problems are NP-hard, we proceed to describe a number of constant-approximation algorithms for solving them. We conclude with illustrative applications of the aggregation methods on…

A large body of research into semantic textual similarity has focused on constructing state-of-the-art embeddings using sophisticated modelling, careful choice of learning signals and many clever tricks. By contrast, little attention has been devoted to similarity measures between these embeddings, with cosine similari…

The Chirikov standard map and the 2D Froeschlé map are investigated. A few thousand values of the Hurst exponent (HE) and the maximal Lyapunov exponent (mLE) are plotted in a mixed space of the nonlinear parameter versus the initial condition. Both characteristic exponents reveal remarkably similar structures in this s…

Improving the detection of relevant variables using a new bivariate measure could importantly impact variable selection and large network inference methods. In this paper, we propose a new statistical coefficient that we call the rank minrelation coefficient. We define a minrelation of X to Y (or equivalently a majrela…

Protocol for constructing tailored evaluation datasets for semantic models.

Study examines stock price correlations between Indonesian holding companies and their subsidiaries.

Forest tree species mapped with high accuracy using satellite data.

The paper introduces a framework to select efficient datasets for preserving model rankings.

A new sparse benchmark metabench identifies key abilities from large benchmarks.

ChatGPT predicts stock market movements based on Bloomberg headlines, showing a positive correlation over short to medium terms.

Paper studies quantized LRMR with random dithering for correlated tasks.

A simple method reduces bias in LLM auto-evaluators by controlling output length.

This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.

Study examines Blomqvist's beta and four concordance measures on copulas.

Study evaluates feature ranking methods' faithfulness in ML models, improving with dimensionality reduction.

Eliciting semantic similarity between concepts in the biomedical domain remains a challenging task. Recent approaches founded on embedding vectors have gained in popularity as they risen to efficiently capture semantic relationships The underlying idea is that two words that have close meaning gather similar contexts. …

This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) and economic growth, - measured through a country Gross Domestic Product (GDP). The pertinent data refers to 43 countries, over 1970-2015, - …

In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because correlation coefficient is used to quantify degree of independence between two va…

Developers of text-to-speech synthesizers (TTS) often make use of human raters to assess the quality of synthesized speech. We demonstrate that we can model human raters' mean opinion scores (MOS) of synthesized speech using a deep recurrent neural network whose inputs consist solely of a raw waveform. Our best models …

In this short report, we investigate the ability of the DCCA coefficient to measure correlation level between non-stationary series. Based on a wide Monte Carlo simulation study, we show that the DCCA coefficient can estimate the correlation coefficient accurately regardless the strength of non-stationarity (measured b…

MONSTOR estimates influence in unseen networks with high accuracy.

For the problems of low-rank matrix completion, the efficiency of the widely-used nuclear norm technique may be challenged under many circumstances, especially when certain basis coefficients are fixed, for example, the low-rank correlation matrix completion in various fields such as the financial market and the low-ra…

High-dimensional, large-sample astrophysical databases of galaxy clusters, such as the Chandra Deep Field South COMBO-17 database, provide measurements on many variables for thousands of galaxies and a range of redshifts. Current understanding of galaxy formation and evolution rests sensitively on relationships between…

The study uses DCC for financial market analysis, revealing hidden correlations.

Parallel deep learning architectures like fine-tuned BERT and MT-DNN, have quickly become the state of the art, bypassing previous deep and shallow learning methods by a large margin. More recently, pre-trained models from large related datasets have been able to perform well on many downstream tasks by just fine-tunin…

The paper extends Pearson correlation to multi-variables, useful for noise measurement and feature selection.

A new algorithm difFOCI improves feature learning from data.

Data science reveals patterns in elliptic curve ranks and coefficients.