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.
Unsupervised learning identifies key factors for NYC COVID-19 spread.
Unified theory explains housing cycle across metros, showing credit expansion impacts.
We introduce a multivariate stochastic volatility model for asset returns that imposes no restrictions to the structure of the volatility matrix and treats all its elements as functions of latent stochastic processes. When the number of assets is prohibitively large, we propose a factor multivariate stochastic volatili…
Understanding how housing values evolve over time is important to policy makers, consumers and real estate professionals. Existing methods for constructing housing indices are computed at a coarse spatial granularity, such as metropolitan regions, which can mask or distort price dynamics apparent in local markets, such…
We develop a deep learning model of multi-period mortgage risk and use it to analyze an unprecedented dataset of origination and monthly performance records for over 120 million mortgages originated across the US between 1995 and 2014. Our estimators of term structures of conditional probabilities of prepayment, forecl…
We introduce a new nearest-prototype classifier, the prototype vector machine (PVM). It arises from a combinatorial optimization problem which we cast as a variant of the set cover problem. We propose two algorithms for approximating its solution. The PVM selects a relatively small number of representative points which…
Study shows time matters in automated trading, improving simple strategies over complex ones.
Paper proposes a uniqueness Shapley measure to compare variable importance.
We develop a tighter implementation of basic PL topology, which keeps track of some combinatorial structure beyond PL homeomorphism type. With this technique we clarify some aspects of PL transversality and give combinatorial proofs of a number of known results. New results include a combinatorial characterization of c…
A new framework uses DDQN to simplify WECC CLM for efficient load modeling.
Formula proves Euler characteristic of singularized surfaces.
We analyze 27 house price indexes of Las Vegas from Jun. 1983 to Mar. 2005, corresponding to 27 different zip codes. These analyses confirm the existence of a real-estate bubble, defined as a price acceleration faster than exponential, which is found however to be confined to a rather limited time interval in the recen…
Proposes a method to quantify and decompose disparity in ML models, separating exempt and non-exempt components.
This paper improves robot traders' market impact sensitivity.
Bayesian CART models improve insurance claims frequency prediction and interpretation.
Enhances linear regression with Kalman filter for loss minimization.
Real world markets display power-law features in variables such as price fluctuations in stocks. To further understand market behavior, we have conducted a series of market experiments on our web-based prediction market platform which allows us to reconstruct transaction networks among traders. From these networks, we …
Many software analysis methods have come to rely on machine learning approaches. Code segmentation - the process of decomposing source code into meaningful blocks - can augment these methods by featurizing code, reducing noise, and limiting the problem space. Traditionally, code segmentation has been done using syntact…
TreeCaps improves code comprehension for software developers.
Study re-evaluates MIMIC-III codes, finding many are under-coded.
Paper proposes new gradient codes for robust distributed machine learning.
New quantum codes improve error correction with local tests.
CoNCRA uses CNN to find code snippets matching developer intent.
Paper proposes graph-based separable transforms for video coding.
Adversarial attacks found to be effective on code models.
Contrastive Code Representation Learning improves code summarization and type inference.
This work tackles runtime complexity prediction for code, using machine learning and a new dataset.
Transformer model improves source code summarization.
Investigates neural codes and their embeddings, proving conjectures and introducing new code types.
Characterization of a patient clinical phenotype is central to biomedical informatics. ICD codes, assigned to inpatient encounters by coders, is important for population health and cohort discovery when clinical information is limited. While ICD codes are assigned to patients by professionals trained and certified in c…
Sparse coding approximates the data sample as a sparse linear combination of some basic codewords and uses the sparse codes as new presentations. In this paper, we investigate learning discriminative sparse codes by sparse coding in a semi-supervised manner, where only a few training samples are labeled. By using the m…
Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to simultaneously represent a sequence of data-vectors sparsely (i.e. sparse approximation (…
Topological theory for qLDPC codes enables non-Clifford gates and magic state injection.
We introduce new definitions of universal and superuniversal computable codes, which are based on a code's ability to approximate Kolmogorov complexity within the prescribed margin for all individual sequences from a given set. Such sets of sequences may be singled out almost surely with respect to certain probability …
Code search and comprehension have become more difficult in recent years due to the rapid expansion of available source code. Current tools lack a way to label arbitrary code at scale while maintaining up-to-date representations of new programming languages, libraries, and functionalities. Comprehensive labeling of sou…
Gradient coding is a technique for straggler mitigation in distributed learning. In this paper we design novel gradient codes using tools from classical coding theory, namely, cyclic MDS codes, which compare favorably with existing solutions, both in the applicable range of parameters and in the complexity of the invol…
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 …
MISIM improves code similarity systems with neural learning.
Khovanov homology helps create quantum error-correcting codes.
Sparse codes improve optimal control tasks with correlated inputs.
We discuss Gauss codes of virtual diagrams and virtual doodles. The notion of a left canonical Gauss code is introduced and it is shown that oriented virtual doodles are uniquely presented by left canonical Gauss codes.
Two new coding schemes improve the efficient communication of noisy data.
The abundance of open-source code, coupled with the success of recent advances in deep learning for natural language processing, has given rise to a promising new application of machine learning to source code. In this work, we explore the use of a Siamese recurrent neural network model on Python source code to create …
We use Khovanov homology to define families of LDPC quantum error-correcting codes: unknot codes with asymptotical parameters [[3^(2l+1)/sqrt(8πl);1;2^l]]; unlink codes with asymptotical parameters [[sqrt(2/2πl)6^l;2^l;2^l]] and (2,l)-torus link codes with asymptotical parameters [[n;1;d_n]] where d_n>\sqrt(n)/1.62.
Sparse coding has been popularly used as an effective data representation method in various applications, such as computer vision, medical imaging and bioinformatics, etc. However, the conventional sparse coding algorithms and its manifold regularized variants (graph sparse coding and Laplacian sparse coding), learn th…
In this paper we formalize a combinatorial object for describing link diagrams called a Planar Diagram Code. PD-codes are used by the KnotTheory Mathematica package developed by Bar-Natan, et al. We present the set of PD-codes as a stand alone object and discuss its relationship with link diagrams. We give an explicit …
Sparse coding, which represents a data point as a sparse reconstruction code with regard to a dictionary, has been a popular data representation method. Meanwhile, in database retrieval problems, learning the ranking scores from data points plays an important role. Up to now, these two problems have always been conside…
Quantum codes on hyperbolic lattices outperform Euclidean ones with higher rates and lower overhead.