Research
On-device research index

arXiv research

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.

168,695 papers · 148 categories

Trend · papers per month

93186279372 · Jun 202019922001200920172026
48 results for Vector Auto Regression

DSARF models complex spatio-temporal data with deep switching auto-regressive factors.

problem Forecasting complex spatio-temporal data with recurring patterns.
method Deep switching auto-regressive factorization (DSARF) with stochastic variational inference.
result DSARF outperforms state-of-the-art methods in long- and short-term prediction accuracy.

Hybrid model combines VAR and neural network for OFI prediction.

problem Accurate prediction of Order Flow Imbalance (OFI) in high frequency trading.
method Combines Vector Auto Regression (VAR) and a simple feedforward neural network (FNN).
result Hybrid model achieves superior predictive accuracy compared to standalone models.

Proposes isotonic recalibration for insurance pricing to ensure auto-calibration under low signal-to-noise ratio.

problem Ensuring auto-calibration in insurance pricing models to prevent cross-financing.
method Applies isotonic recalibration to regression models to achieve auto-calibration.
result Isotonically recalibrated regression functions have low complexity under low signal-to-noise ratio.

Auto-regressive models learn latent states from partially observed linear dynamical systems.

problem Understanding how auto-regressive models learn latent representations from partially observed linear dynamical systems.
method Empirical risk minimization on partially observed linear dynamical systems.
result Two-layer linear auto-regressive models learn to approximate Kalman filtering, coinciding with optimal state estimates.

We present a simple algorithm to forecast vector time series, that is robust against missing data, in both training and inference. It models seasonal annual, weekly, and daily baselines, and a Gaussian process for the seasonally-adjusted residuals. We develop a custom truncated eigendecomposition to fit a low-rank plus…

2019-11-04abs ↗pdf ↗

Rhino learns causal relationships from time series data with history-dependent noise.

problem Discovering causal relationships from time series data with non-linear relations, instantaneous effects, and history-dependent noise.
method Combines vector auto-regression, deep learning, and variational inference.
result Demonstrates better causal relationship discovery performance compared to baselines.

New methods correct for time dependencies in IV regression for time series data.

problem Inferring causal effects from time series data with unobserved confounders.
method Proposes new methods for consistent estimation of causal effects in time series models using nuisance covariates and graph marginalization.
result Identifies and corrects for dependencies in the past, leading to consistent estimation of causal effects.

One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine which variables and (their)…

2011-06-20abs ↗pdf ↗

In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its par…

2013-11-04abs ↗pdf ↗

Cactus improves auto-regressive decoding speed without sacrificing quality.

problem Accelerating auto-regressive decoding while maintaining output quality.
method Formalizes speculative sampling as constrained optimization and proposes Cactus for controlled divergence from the verifier distribution.
result Empirically validated effectiveness across various benchmarks.

In todays global economy, accuracy in predicting macro-economic parameters such as the foreign the exchange rate or at least estimating the trend correctly is of key importance for any future investment. In recent times, the use of computational intelligence-based techniques for forecasting macroeconomic variables has …

2020-02-19abs ↗pdf ↗

The paper proposes a new auto-regressive model for multivariate distributional time series.

problem Statistical analysis of multivariate time series of probability measures.
method Wasserstein space, auto-regressive model, iterated random function systems.
result Consistent estimator for auto-regressive coefficients with sparse structure.

AutoML serves as the bridge between varying levels of expertise when designing machine learning systems and expedites the data science process. A wide range of techniques is taken to address this, however there does not exist an objective comparison of these techniques. We present a benchmark of current open source Aut…

2018-08-17abs ↗pdf ↗

A new RG approach connects discrete and continuous time descriptions of Gaussian processes.

problem Discretization of continuous stochastic processes for accurate simulation or model inference.
method Renormalization Group (RG) approach for Gaussian time series generated by auto-regressive models.
result RG fixed points correspond to discretizations of linear SDEs, providing insights into process accuracy.

In this paper, a multi-layer architecture (in a hierarchical fashion) by stacking various Kernel Ridge Regression (KRR) based Auto-Encoder for one-class classification is proposed and is referred as MKOC. MKOC has many layers of Auto-Encoders to project the input features into new feature space and the last layer was r…

2018-05-20abs ↗pdf ↗

Improved text generation with constraints using discrete auto-regressive biasing.

problem Balancing fluency and constraint satisfaction in LLM outputs.
method Discrete Auto-regressive Biasing, leveraging gradients in discrete text space.
result Significantly improved constraint satisfaction with comparable fluency.

Consider a multi-variate time series (Xt)t=0T(X_t)_{t=0}^{T} where XtRdX_t \in \mathbb{R}^d which may represent spike train responses for multiple neurons in a brain, crime event data across multiple regions, and many others. An important challenge associated with these time series models is to estimate an influence network be…

2018-01-23abs ↗pdf ↗

Online graph learning from matrix-valued time series data.

problem Identifying dependency structure among sensors in a network.
method Extends VAR models to matrix-variate models, proposes online procedures for graph learning, and introduces Lasso-type approaches.
result Demonstrates effectiveness of online graph learning methods in both synthetic and real data.

We propose a vector auto-regressive (VAR) model with a low-rank constraint on the transition matrix. This new model is well suited to predict high-dimensional series that are highly correlated, or that are driven by a small number of hidden factors. We study estimation, prediction, and rank selection for this model in …

2019-05-02abs ↗pdf ↗

A new method estimates expectations from subtractive mixture models without sampling.

problem Estimating expectations from multimodal distributions using SMMs.
method Difference representation of SMMs to create unbiased IS estimator (ΔextExΔ ext{Ex}).
result Demonstrates that ΔextExΔ ext{Ex} can achieve comparable estimation quality to auto-regressive sampling but is faster.

DBNs predict cryptocurrency price directions by uncovering causal relationships.

problem Predicting cryptocurrency price movements due to volatility and external factors.
method Dynamic Bayesian Networks (DBN) approach to identify causal relationships among features.
result DBN significantly outperforms baseline models in predicting cryptocurrency prices.

MDMs train to decode tokens in a random order, which affects performance; we show they can be optimized for a favorable order.

problem Performance of MDMs is affected by the random order in which tokens are decoded.
method We show that MDMs can be optimized for a favorable decoding order by equipping their continuous-time variational objective with multivariate noise schedules.
result MDMs can be decomposed into a weighted auto-regressive losses over orders, making them auto-regressive models with learnable orders.

In this work we investigate approaches to reconstruct generator models from measurements available at the generator terminal bus using machine learning (ML) techniques. The goal is to develop an emulator which is trained online and is capable of fast predictive computations. The training is illustrated on synthetic dat…

2019-01-03abs ↗pdf ↗

Simple GBRT model improved by window-based input transformation outperforms state-of-the-art deep learning models.

problem Improving performance of traditional forecasting models for time series data.
method Transformed GBRT model input structure to include target values and external features, forming one input instance per training window.
result Simple GBRT model with window-based input transformation outperformed state-of-the-art deep learning models on nine datasets.

Auto-regressive diffusion models improve capturing conditional dependence in data.

problem Vanilla diffusion models struggle to capture important, high-level relationships in real-world data.
method Developed auto-regressive diffusion models to better capture conditional dependence structures.
result AR diffusion models produce samples with a reduced gap in approximating the data conditional distribution.

A new method learns discrete representations for images and videos, improving upon previous models.

problem Learning discrete representations for images and videos to improve performance.
method Depthwise application of Vector Quantized Variational Autoencoders (VQVAE) to feature axis.
result 33% improvement in performance compared to previous discrete models.

A new method improves text generation quality and diversity.

problem Exposure bias in Maximum Likelihood Estimation for text generation.
method ψ-MLE, a new training scheme based on density ratio estimation.
result ψ-MLE outperforms Maximum Likelihood Estimation and other models in text generation quality and diversity.

A brain can detect outlier just by using only normal samples. Similarly, one-class classification (OCC) also uses only normal samples to train the model and trained model can be used for outlier detection. In this paper, a multi-layer architecture for OCC is proposed by stacking various Graph-Embedded Kernel Ridge Regr…

2019-04-13abs ↗pdf ↗

AER combines auto-encoder and LSTM for better time series anomaly detection.

problem Anomaly detection in time series data with limited labeled data and ambiguous definitions.
method AER (Auto-Encoder with Regression) integrates auto-encoder and LSTM for joint predictions and reconstructions.
result AER achieves the highest F1 score across 12 datasets with comparable runtime.

Transformer adapts to graphs with adaptive attention and auto-regressive decoding.

problem Transformers struggle with graph data due to non-sequential nature.
method Proposes GRAT, a Transformer variant with adaptive attention and auto-regressive decoding.
result GRAT achieves state-of-the-art performance on molecule property predictions and generation tasks.

In this paper, we propose an auto-encoder based generative neural network model whose encoder compresses the inputs into vectors in the tangent space of a special Lie group manifold: upper triangular positive definite affine transform matrices (UTDATs). UTDATs are representations of Gaussian distributions and can strai…

2019-01-28abs ↗pdf ↗