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.
Bayesian calibration improves ABMs for predicting travel patterns.
Study develops a new model for predicting individual mobility based on activity patterns.
Simulation of the trading activity based on the implementation of the book.
Spacematch matches office workers with suitable workspaces based on their preferences.
Unified Bayesian model explains in-context learning and activation steering in LLMs.
A new model synthesizes population with fewer structural and sampling zeros.
Research on interference has provided evidence that the formation of dependencies between non-adjacent words relies on a cue-based retrieval mechanism. Two different models can account for one of the main predictions of interference, i.e., a slowdown at a retrieval site, when several items share a feature associated wi…
We propose a new generic type of stochastic neurons, called -neurons, that considers activation functions based on Jackson's -derivatives with stochastic parameters . Our generalization of neural network architectures with -neurons is shown to be both scalable and very easy to implement. We demonstrate expe…
Initializing the weights and the biases is a key part of the training process of a neural network. Unlike the subsequent optimization phase, however, the initialization phase has gained only limited attention in the literature. In this paper we discuss some consequences of commonly used initialization strategies for va…
Improved neural network verification using Lagrangian decomposition and parallel algorithms.
Early stopping in meta-learning improved by analyzing neural activation patterns.
Observing prices of European put and call options, we calibrate exponential Lévy models nonparametrically. We discuss the efficient implementation of the spectral estimation procedures for Lévy models of finite jump activity as well as for self-decomposable Lévy models. Based on finite sample variances, confidence inte…
We present a three-dimensional graph convolutional network (3DGCN), which predicts molecular properties and biochemical activities, based on 3D molecular graph. In the 3DGCN, graph convolution is unified with learning operations on the vector to handle the spatial information from molecular topology. The 3DGCN model ex…
Magnetoencephalography (MEG) and Electroencephalography (EEG) source estimates have thus far mostly been derived sample by sample, i.e., independent of each other in time. However, neuronal assemblies are heavily interconnected, constraining the temporal evolution of neural activity in space as detected by MEG and EEG.…
Efficiently selects seed nodes to maximize content influence in unknown social networks.
We can compare the expressiveness of neural networks that use rectified linear units (ReLUs) by the number of linear regions, which reflect the number of pieces of the piecewise linear functions modeled by such networks. However, enumerating these regions is prohibitive and the known analytical bounds are identical for…
Parallel recordings of neural spike counts have revealed the existence of context-dependent noise correlations in neural populations. Theories of population coding have also shown that such correlations can impact the information encoded by neural populations about external stimuli. Although studies have shown that the…
GNNs improve brain activity forecasting in fMRI studies.
LEWIS merges LLMs without training, improving performance on specific tasks.
HHAR-net uses neural networks to recognize human activities at different levels of abstraction.
Deep learning generates efficient change-point detection methods.
Tool detects tax evasion on social media using multi-modal deep learning.
This paper presents approaches to determine a network based pricing for 3D printing services in the context of a two-sided manufacturing-as-a-service marketplace. The intent is to provide cost analytics to enable service bureaus to better compete in the market by moving away from setting ad-hoc and subjective prices. A…
Unified framework recovers exact input from SOM activation patterns.
New method for estimating lead-lag times between non-synchronously observed point processes.
Counterparty risk denotes the risk that a party defaults in a bilateral contract. This risk not only depends on the two parties involved, but also on the risk from various other contracts each of these parties holds. In rather informal markets, such as the OTC (over-the-counter) derivative market, institutions only rep…
Paper develops exact convex optimization for neural networks with polynomial activations.
We propose a sparse-coding framework for activity recognition in ubiquitous and mobile computing that alleviates two fundamental problems of current supervised learning approaches. (i) It automatically derives a compact, sparse and meaningful feature representation of sensor data that does not rely on prior expert know…
Agent-based simulation assesses tradable credit schemes for congestion reduction.
We propose a principle for exploring context in machine learning models. Starting with a simple assumption that each observation may or may not depend on its context, a conditional probability distribution is decomposed into two parts: context-free and context-sensitive. Then by employing the log-linear word production…
Dynamic pruning during training reduces deep network complexity without significant accuracy loss.