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.
Profinite rigidity studied for algebraic fibring of groups.
BootsTAP uses real-world data to improve TAP tracking performance.
Derives TAP approximation for Bayesian linear regression.
Study shows TAP free energy minimization provides better posterior inference in high-dimensional linear models.
Automatically jailbreaks LLMs with black-box access.
Paper introduces TAP-Vid, a benchmark for tracking any point in videos.
A musical instrument based on moduli spaces lets users hear geometric concepts.
TAP transfers knowledge from unlabeled data to improve cross-modal learning.
Restricted Boltzmann machines (RBMs) are energy-based neural-networks which are commonly used as the building blocks for deep architectures neural architectures. In this work, we derive a deterministic framework for the training, evaluation, and use of RBMs based upon the Thouless-Anderson-Palmer (TAP) mean-field appro…
An important problem in fiber-optic communications is to invert the nonlinear Schrödinger equation in real time to reverse the deterministic effects of the channel. Interestingly, the popular split-step Fourier method (SSFM) leads to a computation graph that is reminiscent of a deep neural network. This observation all…
In this paper, we propose a deep learning approach for smartphone user identification based on analyzing motion signals recorded by the accelerometer and the gyroscope, during a single tap gesture performed by the user on the screen. We transform the discrete 3-axis signals from the motion sensors into a gray-scale ima…
In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…
In the past 20 years, momentum or trend following strategies have become an established part of the investor toolbox. We introduce a new way of analyzing momentum strategies by looking at the information ratio (IR, average return divided by standard deviation). We calculate the theoretical IR of a momentum strategy, an…
Automatic modulation classification (AMC) has been studied for more than a quarter of a century; however, it has been difficult to design a classifier that operates successfully under changing multipath fading conditions and other impairments. Recently, deep learning (DL)-based methods are adopted by AMC systems and ma…
Study free energy in spherical spin glasses, proving universality dichotomy.
Physics-based deep learning improves fiber-optic communication efficiency.
A novel approach is put forth that utilizes data similarity, quantified on a graph, to improve upon the reconstruction performance of principal component analysis. The tasks of data dimensionality reduction and reconstruction are formulated as graph filtering operations, that enable the exploitation of data node connec…
We propose a version of least-mean-square (LMS) algorithm for sparse system identification. Our algorithm called online linearized Bregman iteration (OLBI) is derived from minimizing the cumulative prediction error squared along with an l1-l2 norm regularizer. By systematically treating the non-differentiable regulariz…
Generative adversarial networks (GANs) form a generative modeling approach known for producing appealing samples, but they are notably difficult to train. One common way to tackle this issue has been to propose new formulations of the GAN objective. Yet, surprisingly few studies have looked at optimization methods desi…
Study on optimal rates for sequential probability assignment using smoothed analysis.
This manuscript introduces the idea of using Distributionally Robust Optimization (DRO) for the Counterfactual Risk Minimization (CRM) problem. Tapping into a rich existing literature, we show that DRO is a principled tool for counterfactual decision making. We also show that well-established solutions to the CRM probl…
Functional Magnetic Resonance Imaging (fMRI) relies on multi-step data processing pipelines to accurately determine brain activity; among them, the crucial step of spatial smoothing. These pipelines are commonly suboptimal, given the local optimisation strategy they use, treating each step in isolation. With the advent…
Paper presents efficient algorithms for convolutional neural networks using Winograd minimal filtering.
Prediction is arguably one of the most basic functions of an intelligent system. In general, the problem of predicting events in the future or between two waypoints is exceedingly difficult. However, most phenomena naturally pass through relatively predictable bottlenecks---while we cannot predict the precise trajector…
Dropout has recently emerged as a powerful and simple method for training neural networks preventing co-adaptation by stochastically omitting neurons. Dropout is currently not grounded in explicit modelling assumptions which so far has precluded its adoption in Bayesian modelling. Using Bayesian entropic reasoning we s…
Asynchronous parallel optimization algorithms for solving large-scale machine learning problems have drawn significant attention from academia to industry recently. This paper proposes a novel algorithm, decoupled asynchronous proximal stochastic gradient descent (DAP-SGD), to minimize an objective function that is the…
ChatGPT predicts stock trends from Twitter sentiment, showing positive effects.
Machine learning methods have gained a great deal of popularity in recent years among public administration scholars and practitioners. These techniques open the door to the analysis of text, image and other types of data that allow us to test foundational theories of public administration and to develop new theories. …
The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…
We present a detailed study of the performance of a trading rule that uses moving average of past returns to predict future returns on stock indexes. Our main goal is to link performance and the stochastic process of the traded asset. Our study reports short, medium and long term effects by looking at the Sharpe ratio …
This paper tackles federated incremental learning with dynamic memory allocation for improved model performance in non-IID data.
FLIX simplifies federated learning with efficient communication.
EEG is the most common signal source for noninvasive BCI applications. For such applications, the EEG signal needs to be decoded and translated into appropriate actions. A recently emerging EEG decoding approach is deep learning with Convolutional or Recurrent Neural Networks (CNNs, RNNs) with many different architectu…
Bayesian approach to portfolio selection reduces pessimism in frequent trading.
During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances. However, numerically speaking, the Ising distribution is unpractical, so alternative …
In the wake of the ongoing global financial crisis, interdependencies among banks have come into focus in trying to assess systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tapping into financial discuss…
This paper solves tensor robust principal component analysis via scaled gradient descent.
A new sparse benchmark metabench identifies key abilities from large benchmarks.
HiJoD detects misinformation using multiple aspects and outperforms state-of-the-art methods.
Ensemble learning use multiple algorithms to obtain better predictive performance than any single one of its constituent algorithms could. With growing popularity of deep learning, researchers have started to ensemble them for various purposes. Few if any, however, has used the deep learning approach as a means to ense…
Since the introduction of Generative Adversarial Networks (GANs) and Variational Autoencoders (VAE), the literature on generative modelling has witnessed an overwhelming resurgence. The impressive, yet elusive empirical performance of GANs has lead to the rise of many GAN-VAE hybrids, with the hopes of GAN level perfor…
Paper introduces a new method for error estimation in classification tasks with limited data.
We describe and analyze some novel approaches for studying the dynamics of Ising spin glass models. We first briefly consider the variational approach based on minimizing the Kullback-Leibler divergence between independent trajectories and the real ones and note that this approach only coincides with the mean field equ…
Much recent research aims to identify evidence for Drug-Drug Interactions (DDI) and Adverse Drug reactions (ADR) from the biomedical scientific literature. In addition to this "Bibliome", the universe of social media provides a very promising source of large-scale data that can help identify DDI and ADR in ways that ha…
New link groups are derived from torus necklaces, connecting braid groups to reflection groups.
The study proves super-rigidity of Gromov's random monster group for various types of groups.
We study the structure of the virtual braid group. It is shown that the virtual braid group is a semi--direct product of the virtual pure braid group and the symmetric group. Also, it is shown that the virtual pure braid group is a semi--direct product of free groups. From these results we obtain a normal form of words…
Virtual twin groups map to symmetric groups, revealing automorphism structure.