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.
Investigates the relationship between US money supply and asset indices over 2001-2019.
In this paper we propose the use of multiple local binary patterns(LBPs) to effectively classify land use images. We use the UC Merced 21 class land use image dataset. Task is challenging for classification as the dataset contains intra class variability and inter class similarities. Our proposed method of using multi-…
New proposed models are often compared to state-of-the-art using statistical significance testing. Literature is scarce for classifier comparison using metrics other than accuracy. We present a survey of statistical methods that can be used for classifier comparison using precision, accounting for inter-precision corre…
The opioid epidemic in the United States claims over 40,000 lives per year, and it is estimated that well over two million Americans have an opioid use disorder. Over-prescription and misuse of prescription opioids play an important role in the epidemic. Individuals who are prescribed opioids, and who are diagnosed wit…
The accuracy of least squares calibration using option premiums and particle filtering of price data to find model parameters is determined. Derivative models using exponential Lévy processes are calibrated using regularized weighted least squares with respect to the minimal entropy martingale measure. Sequential impor…
The infinitesimal jackknife (IJ) has recently been applied to the random forest to estimate its prediction variance. These theorems were verified under a traditional random forest framework which uses classification and regression trees (CART) and bootstrap resampling. However, random forests using conditional inferenc…
Model predicts cannabis use disorder risk for adolescents and young adults.
The paper models US inflation and hyperinflation using monetary and GDP data.
Forecasting US stock market indices during COVID-19 using machine learning models.
In this work we present a technique to use natural language to help reinforcement learning generalize to unseen environments. This technique uses neural machine translation, specifically the use of encoder-decoder networks, to learn associations between natural language behavior descriptions and state-action informatio…
In this paper, we study robust tensor completion by using transformed tensor singular value decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier transform matrix that is used in the traditional tensor SVD. The main motivation is that a lower tubal rank tensor can be obtained by usin…
We develop a neural network model to classify liver cancer patients into high-risk and low-risk groups using genomic data. Our approach provides a novel technique to classify big data sets using neural network models. We preprocess the data before training the neural network models. We first expand the data using wavel…
In this paper we propose the use of Generative Adversarial Networks (GAN) to generate artificial training data for machine learning tasks. The generation of artificial training data can be extremely useful in situations such as imbalanced data sets, performing a role similar to SMOTE or ADASYN. It is also useful when t…
Disease prediction or classification using health datasets involve using well-known predictors associated with the disease as features for the models. This study considers multiple data components of an individual's health, using the relationship between variables to generate features that may improve the performance o…
Paper explores using EEG for better speaker identification, even in noisy environments.
Paper uses topological data analysis for time series classification.
Domain adaptation is essential to enable wide usage of deep learning based networks trained using large labeled datasets. Adversarial learning based techniques have shown their utility towards solving this problem using a discriminator that ensures source and target distributions are close. However, here we suggest tha…
Speech synthesis from EEG features using RNN.
Study uses orthogonal polynomials to solve option pricing equations.
In this article, a large data set containing every course taken by every undergraduate student in a major university in Canada over 10 years is analysed. Modern machine learning algorithms can use large data sets to build useful tools for the data provider, in this case, the university. In this article, two classifiers…
Residual generation helps diagnose engine faults using neural networks.
Study finds IBS useful for predicting ETF price movements.
In this paper I show how reliable estimates of the Value of a Statistical Life (VSL) can be obtained using cross sectional data using Garen's instrumental variable (IV) approach. The increase in the range confidence intervals due to the IV setup can be reduced by a factor of 3 by using a proxy to risk attitude. In orde…
Study predicts stock prices using historical data and sentiment analysis.
This paper uses RL for better financial trading.
Study finds no significant impact of US sovereign credit rating downgrade on equity market.
US firms improve ESG performance in response to China trade shock.
Reidemeister's theorem proved using smooth functions and transversality.
In this paper, we present a method for learning from video demonstrations by using human feedback to construct a mapping between the standard representation of the agent and the visual representation of the demonstration. In this way, we leverage the advantages of both these representations, i.e., we learn the policy u…
A new beta-VAE based regression model accelerates oilfield optimization studies.
Study finds telemetric data not effective for predicting truck accident risk.
Study uses artificial counterfactuals to show lockdowns reduced US case and death counts.
Stress research is a rapidly emerging area in thefield of electroencephalography (EEG) based signal processing.The use of EEG as an objective measure for cost effective andpersonalized stress management becomes important in particularsituations such as the non-availability of mental health facilities.In this study, lon…
Proposes using MLP for predicting optimal penalty in changepoint detection.
Personalized models using group attributes reduce performance, study finds.
Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce the number of simulations required. As computational resource is usually the mai…
NegToMe uses images to guide text-based models away from unwanted visual elements.
LOOCV is often useful for analyzing small, structured experimental designs.
Ensemble unsupervised anomaly detection using IRT for hidden ground truth.
This article proposes a Bayesian nonparametric method for forecasting, imputation, and clustering in sparsely observed, multivariate time series data. The method is appropriate for jointly modeling hundreds of time series with widely varying, non-stationary dynamics. Given a collection of time series, the Bayesian …
TensorNetwork is an open source library for implementing tensor network algorithms in TensorFlow. We describe a tree tensor network (TTN) algorithm for approximating the ground state of either a periodic quantum spin chain (1D) or a lattice model on a thin torus (2D), and implement the algorithm using TensorNetwork. We…
Machine learning models predict US economic recessions using Treasury term spreads.
This article reviews datasets for COVID-19 detection using ML.
This paper explores using SSIM for better image generation in generative models.
Paper proposes algorithms for BMF using integer programming.
This study was conducted to find an appropriate statistical model to forecast the volatilities of PSEi using the model Generalized Autoregressive Conditional Heteroskedasticity (GARCH). Using the R software, the log returns of PSEi is modeled using various ARIMA models and with the presence of heteroskedasticity, the l…
Remote Sensing Images from satellites have been used in various domains for detecting and understanding structures on the ground surface. In this work, satellite images were used for localizing parking spaces and vehicles in parking lots for a given parcel using an RCNN based Neural Network Architectures. Parcel shapef…
In this report, an automated bartender system was developed for making orders in a bar using hand gestures. The gesture recognition of the system was developed using Machine Learning techniques, where the model was trained to classify gestures using collected data. The final model used in the system reached an average …