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.
Generative adversarial network system improves ECG arrhythmia classification.
A new model classifies multi-lead ECGs better than single-channel models.
Paper introduces rational Gaussian wavelets for efficient signal approximation.
We describe a novel neural network architecture for the prediction of ventricular tachyarrhythmias. The model receives input features that capture the change in RR intervals and ectopic beats, along with features based on heart rate variability and frequency analysis. Patient age is also included as a trainable embeddi…
Method identifies cardiac ectopic activity sites from 12-lead ECG.
Hippocampal dentate granule cells are among the few neuronal cell types generated throughout adult life in mammals. In the normal brain, new granule cells are generated from progenitors in the subgranular zone and integrate in a typical fashion. During the development of epilepsy, granule cell integration is profoundly…
N-BEATS-MOE improves time series forecasting by adapting to series characteristics.
Electrocardiogram signals are omnipresent in medicine. A vital aspect in the analysis of this data is the identification and classification of heart beat types which is often done through automated algorithms. Advancements in neural networks and deep learning have led to a high classification accuracy. However, the fin…
New method uncovers small but significant local activities in time-series data.
Paper optimizes portfolio selection with ICX order constraints.
A multiple instance dictionary learning approach, Dictionary Learning using Functions of Multiple Instances (DL-FUMI), is used to perform beat-to-beat heart rate estimation and to characterize heartbeat signatures from ballistocardiogram (BCG) signals collected with a hydraulic bed sensor. DL-FUMI estimates a "heartbea…
Python models predict stock sentiment for market-beating returns.
A novel algorithm for actively trading stocks is presented. While traditional expert advice and "universal" algorithms (as well as standard technical trading heuristics) attempt to predict winners or trends, our approach relies on predictable statistical relations between all pairs of stocks in the market. Our empirica…
This study compares two neural models for financial forecasting, showing their superiority.
Adversarial policies beat superhuman Go AI systems.
IBPF algorithm tackles high-dimensional parameter learning for complex systems.
N-BEATS(P) efficiently forecasts millions of time series with reduced memory and time.
Study shows DL models trained on healthy subjects perform worse on patients' ECG data.
Synthesizing human's movements such as dancing is a flourishing research field which has several applications in computer graphics. Recent studies have demonstrated the advantages of deep neural networks (DNNs) for achieving remarkable performance in motion and music tasks with little effort for feature pre-processing.…
Transformer improves pop piano composition by incorporating beat-based structure.
Interactive IL beats BC by state-wise annotation cost.
Paper introduces DOO models to outperform SAA out-of-sample.
The purpose of this paper is to showcase trading strategies that give solutions to three difficult and intriguing problems in business finance, economics and statistics. The paper discusses trading strategies for both commodities and stocks but the main focus is on stock market trading at the New York Stock Exchange. P…
A strategy to beat benchmarks by investing in heavily shorted but fundamentally sound securities.
AI agents beat previous best on NetHack, but symbolic bots still outperform.
This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to outperform the popular Lee-Carter model.
Syllabification does not seem to improve word-level RNN language modeling quality when compared to character-based segmentation. However, our best syllable-aware language model, achieving performance comparable to the competitive character-aware model, has 18%-33% fewer parameters and is trained 1.2-2.2 times faster.
Amid the current financial crisis, there has been one equity index beating all others: the Shanghai Composite. Our analysis of this main Chinese equity index shows clear signatures of a bubble build up and we go on to predict its most likely crash date: July 17-27, 2009 (20%/80% quantile confidence interval).
RL controls small soccer robots in a real league, beating human-designed policies.
Develops a method to denoise and analyze wearable ECGs.
Topological attention improves forecasting of univariate time series.
This paper improves forecast stability without sacrificing accuracy using dynamic loss weighting.
The study evaluates forecast risk-adjusted performance using various metrics.
The design of codes for communicating reliably over a statistically well defined channel is an important endeavor involving deep mathematical research and wide-ranging practical applications. In this work, we present the first family of codes obtained via deep learning, which significantly beats state-of-the-art codes …
In order to obtain a reasonable and reliable forecast method for crude oil price volatility, this paper evaluates the forecast performance of single-regime GARCH models (including the standard linear GARCH model and the nonlinear GJR-GARCH and EGARCH models) and the two-regime Markov Regime Switching GARCH (MRS-GARCH) …
We focus on solving the univariate times series point forecasting problem using deep learning. We propose a deep neural architecture based on backward and forward residual links and a very deep stack of fully-connected layers. The architecture has a number of desirable properties, being interpretable, applicable withou…
We give an explicit formulaic algorithm and source code for building long-only benchmark portfolios and then using these benchmarks in long-only market outperformance strategies. The benchmarks (or the corresponding betas) do not involve any principal components, nor do they require iterations. Instead, we use a multif…
This paper introduces our solution to the 2018 Duolingo Shared Task on Second Language Acquisition Modeling (SLAM). We used deep factorization machines, a wide and deep learning model of pairwise relationships between users, items, skills, and other entities considered. Our solution (AUC 0.815) hopefully managed to bea…
Study improves forecasting of ED crowding using advanced ML models.
Fundamental portfolio beats market portfolio under certain conditions.
We empirically show the superiority of the equally weighted S\&P 500 portfolio over Sharpe's market capitalization weighted S\&P 500 portfolio. We proceed to consider the MaxMedian rule, a non-proprietary rule designed for the investor who wishes to do his/her own investing on a laptop with the purchase of only 20 stoc…
We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove some results concerning the strong law of large numbers in the probability forecasting game with side information based on …
Recent research shows that the following two models are equivalent: (a) infinitely wide neural networks (NNs) trained under l2 loss by gradient descent with infinitesimally small learning rate (b) kernel regression with respect to so-called Neural Tangent Kernels (NTKs) (Jacot et al., 2018). An efficient algorithm to c…
We study the problem of predicting whether the price of the 21 most popular cryptocurrencies (according to coinmarketcap.com) will go up or down on day d, using data up to day d-1. Our C2P2 algorithm is the first algorithm to consider the fact that the price of a cryptocurrency c might depend not only on historical pri…
Positive definite kernels and their associated Reproducing Kernel Hilbert Spaces provide a mathematically compelling and practically competitive framework for learning from data. In this paper we take the approximation theory point of view to explore various aspects of smooth kernels related to their inferential proper…
We derive formulas for the performance of capital assets in continuous time from an efficient market hypothesis, with no stochastic assumptions and no assumptions about the beliefs or preferences of investors. Our efficient market hypothesis says that a speculator with limited means cannot beat a particular index by a …
I unravel the basic long run dynamics of the broker call money market, which is the pile of cash that funds margin loans to retail clients (read: continuous time Kelly gamblers). Call money is assumed to supply itself perfectly inelastically, and to continuously reinvest all principal and interest. I show that the rela…
AI beats 95% of humans in Rock-Paper-Scissors.