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.
Study cryptocurrency price dynamics using adaptive EMD and spectral analysis.
Positive definite kernels are an important tool in machine learning that enable efficient solutions to otherwise difficult or intractable problems by implicitly linearizing the problem geometry. In this paper we develop a set-theoretic interpretation of the Earth Mover's Distance (EMD) and propose Earth Mover's Interse…
Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at different timescales. We propose to determine the local trends through empirical mo…
T-EMDE bridges the heterogeneity gap between image and text modalities.
In this paper, we propose a novel approach for manifold learning that combines the Earthmover's distance (EMD) with the diffusion maps method for dimensionality reduction. We demonstrate the potential benefits of this approach for learning shape spaces of proteins and other flexible macromolecules using a simulated dat…
Hybrid model uses TOPSIS, EMD, and ELM for stock selection.
Paper proposes a novel stock forecasting method combining attention and EMD.
This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.
New neural method calculates EMD for particle physics data.
EMDE efficiently estimates manifold densities for diverse recommendation systems.
Sparse coding (Sc) has been studied very well as a powerful data representation method. It attempts to represent the feature vector of a data sample by reconstructing it as the sparse linear combination of some basic elements, and a norm distance function is usually used as the loss function for the reconstructio…
Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…
Microwave-based breast cancer detection has been proposed as a complementary approach to compensate for some drawbacks of existing breast cancer detection techniques. Among the existing microwave breast cancer detection methods, machine learning-type algorithms have recently become more popular. These focus on detectin…
Model predicts next destination for users based on past trips and features.
New algorithm for decomposing multidimensional, non-stationary signals.
Paper discovers manoeuvres from vehicle telematics data.
This paper speeds up WMD computation for multiple queries efficiently.
This paper is concerned with the inverse problem of recovering the unknown signal components, along with extraction of their instantaneous frequencies (IFs), governed by the adaptive harmonic model (AHM), from discrete (and possibly non-uniform) samples of the blind-source composite signal. None of the existing decompo…
EM Distillation simplifies diffusion models to one-step generators.
New method for neural networks to predict histogram data.
The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three financial indices: the S\&P 500 (USA), the IPC (Mexico) and the VIX (volatility index US…
In this paper, a unified susceptible-exposed-infected-susceptible-aware (SEIS-A) framework is proposed to combine epidemic spreading with individuals' on-line self-consultation behaviors. An epidemic spreading prediction model is established based on the SEIS-A framework. The prediction process contains two phases. In …
Diffusion-weighted MR imaging (DWI) is the only method we currently have to measure connections between different parts of the human brain in vivo. To elucidate the structure of these connections, algorithms for tracking bundles of axonal fibers through the subcortical white matter rely on local estimates of the fiber …
A method uses ITD and XGBoost for precise power transformer fault diagnosis.
Study uses sentiment analysis to predict implied volatility surface, improving prediction accuracy.
The Earth Mover's Distance (EMD) is a state-of-the art metric for comparing discrete probability distributions, but its high distinguishability comes at a high cost in computational complexity. Even though linear-complexity approximation algorithms have been proposed to improve its scalability, these algorithms are eit…
Federated learning enables resource-constrained edge compute devices, such as mobile phones and IoT devices, to learn a shared model for prediction, while keeping the training data local. This decentralized approach to train models provides privacy, security, regulatory and economic benefits. In this work, we focus on …
Stochastic methods with coordinate-wise adaptive stepsize (such as RMSprop and Adam) have been widely used in training deep neural networks. Despite their fast convergence, they can generalize worse than stochastic gradient descent. In this paper, by revisiting the design of Adagrad, we propose to split the network par…
Sequence-to-sequence (seq2seq) based ASR systems have shown state-of-the-art performances while having clear advantages in terms of simplicity. However, comparisons are mostly done on speaker independent (SI) ASR systems, though speaker adapted conventional systems are commonly used in practice for improving robustness…
AdaPTS adapts univariate FMs for multivariate time series forecasting.
We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in practice, its theoretical properties have been analyzed only for a limited class of p…
Adaptive sequential decision making is one of the central challenges in machine learning and artificial intelligence. In such problems, the goal is to design an interactive policy that plans for an action to take, from a finite set of actions, given some partial observations. It has been shown that in many applicat…
New algorithm reduces interventional strategy complexity for causal graph discovery.
Automation of machine learning model development is increasingly becoming an established research area. While automated model selection and automated data pre-processing have been studied in depth, there is, however, a gap concerning automated model adaptation strategies when multiple strategies are available. Manually…
Paper presents a Transformer model for automatic domain adaptation.
cKAM improves adaptive sampling by incorporating a cyclical stepsize scheme.
Adaptive variational Bayes framework improves inference adaptively.
New approach shows AI can adapt like toddlers by correcting old knowledge.
This paper improves neural network generalization by dynamically learning kernel parameters.
Study on distributed nonparametric function estimation with optimal rate and cost of adaptation.
This paper explains why Adam generalizes worse than SGD by analyzing its components.
New adaptive importance samplers improve stability and accuracy.
Adaptive networks improve model robustness through conditional normalization.
In domain adaptation, classifiers with information from a source domain adapt to generalize to a target domain. However, an adaptive classifier can perform worse than a non-adaptive classifier due to invalid assumptions, increased sensitivity to estimation errors or model misspecification. Our goal is to develop a doma…
FLAP adapts policies quickly to new tasks using shared linear representations.
Learn to automatically plug domain-specific modules into a common network.
FLoE adapts LLMs by selectively deploying LoRA adapters based on layer importance and task requirements.
The paper improves generalization bounds for domain adaptation.