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.
DART2 enhances multiple testing by leveraging ancillary information robustly.
Proposes a new GAN architecture for generating data conditioned on partial information.
Dataset for rainfall modeling in central Europe from 1981-2011.
This paper improves bidding price prediction for ancillary services markets, boosting revenues.
Ancillaries have become a major source of revenue and profitability in the travel industry. Yet, conventional pricing strategies are based on business rules that are poorly optimized and do not respond to changing market conditions. This paper describes the dynamic pricing model developed by Deepair solutions, an AI te…
Optimizes profit in targeted marketing across multiple markets with varying marketing expenditures.
We consider a natural model of random knotting- choose a knot diagram at random from the finite set of diagrams with n crossings. We tabulate diagrams with 10 and fewer crossings and classify the diagrams by knot type, allowing us to compute exact probabilities for knots in this model. As expected, most diagrams with 1…
Census data provide detailed information about population characteristics at a coarse resolution. Nevertheless, fine-grained, high-resolution mappings of population counts are increasingly needed to characterize population dynamics and to assess the consequences of climate shocks, natural disasters, investments in infr…
The sharp and recent increase in the availability of data captured by different sensors combined with their considerably heterogeneous natures poses a serious challenge for the effective and efficient processing of remotely sensed data. Such an increase in remote sensing and ancillary datasets, however, opens up the po…
Learning the joint dependence of discrete variables is a fundamental problem in machine learning, with many applications including prediction, clustering and dimensionality reduction. More recently, the framework of copula modeling has gained popularity due to its modular parametrization of joint distributions. Among o…
Hydropower plants are one of the most convenient option for power generation, as they generate energy exploiting a renewable source, they have relatively low operating and maintenance costs, and they may be used to provide ancillary services, exploiting the large reservoirs of available water. The recent advances in In…
We present a new, fully generative model of optical telescope image sets, along with a variational procedure for inference. Each pixel intensity is treated as a Poisson random variable, with a rate parameter dependent on latent properties of stars and galaxies. Key latent properties are themselves random, with scientif…
The problem of finding a reduced dimensionality representation of categorical variables while preserving their most relevant characteristics is fundamental for the analysis of complex data. Specifically, given a co-occurrence matrix of two variables, one often seeks a compact representation of one variable which preser…
Suppose is a compact, -edged two-cell of the centered dual decomposition of a locally finite set in the hyperbolic plane, a coarsening of the Delaunay tessellation which was introduced in the author's prior work. We describe an effectively computable lower bound on the area of , given an -tuple of positive…
This paper strengthens the central limit theorem for order statistics using relative entropy.
HAMN combines CF models to improve drug repositioning.
Multiple machine learning and prediction models are often used for the same prediction or recommendation task. In our recent work, where we develop and deploy airline ancillary pricing models in an online setting, we found that among multiple pricing models developed, no one model clearly dominates other models for all…
The general theory of boundary value problems for linear elliptic wedge operators (on smooth manifolds with boundary) leads naturally, even in the scalar case, to the need to consider vector bundles over the boundary together with general smooth fiberwise multiplicative group actions. These actions, essentially trivial…
Rigidity theorem for critical points of Allen-Cahn equation on S³.
TeLeS improves ASR confidence estimation by considering temporal alignment and lexical errors.
Tuning machine learning models at scale, especially finding the right hyperparameter values, can be difficult and time-consuming. In addition to the computational effort required, this process also requires some ancillary efforts including engineering tasks (e.g., job scheduling) as well as more mundane tasks (e.g., ke…
This paper investigates the approximation power of three types of random neural networks: (a) infinite width networks, with weights following an arbitrary distribution; (b) finite width networks obtained by subsampling the preceding infinite width networks; (c) finite width networks obtained by starting with standard G…
Building a large image dataset with high-quality object masks for semantic segmentation is costly and time consuming. In this paper, we introduce a principled semi-supervised framework that only uses a small set of fully supervised images (having semantic segmentation labels and box labels) and a set of images with onl…
Bayesian transfer learning improves predictive performance with limited source data.
In this paper, we propose a novel hash learning approach that has the following main distinguishing features, when compared to past frameworks. First, the codewords are utilized in the Hamming space as ancillary techniques to accomplish its hash learning task. These codewords, which are inferred from the data, attempt …
Flow preserves curvature sharpness on weighted graphs.
Methods for prediction and tolerance intervals in non-normal models.
Study uses SAR data to estimate forest vegetation indices, improving monitoring of temperate forests.
Quantum-assisted Gaussian process speeds up data regression.
Paper uses tensor completion to estimate HVAC fan power baselines.
This paper improves hierarchical community detection efficiency using local structural properties.
An increase in energy production from renewable energy sources is viewed as a crucial achievement in most industrialized countries. The higher variability of power production via renewables leads to a rise in ancillary service costs over the power system, in particular costs within the electricity balancing markets, ma…
Quantum algorithm solves financial option pricing using Hamiltonian simulation.
Study examines barriers to grid-connected battery systems in Spain, finding high cycle cost remains main obstacle.
This paper operationalizes the Exponential Mechanism using Normalizing Flows for private optimization.
New method uses rank-conditioned Horvitz-Thompson estimation for unbiased sample reuse in Plackett-Luce best-of-K objective.
We simplify information measure computation using learned features.
A new framework for information theory considers computational constraints.
An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies based on the additional information. In this model market participants have access t…
We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, we find that the latter contribute signif…
New method quantifies redundant information using information bottleneck.
This paper reviews information theory in open-world machine learning.
Review of information plane analyses in neural networks, highlighting mixed results and methodological challenges.
Information geometry offers new tools for statistical analysis.
Information theory provides a mathematical foundation to measure uncertainty in belief. Belief is represented by a probability distribution that captures our understanding of an outcome's plausibility. Information measures based on Shannon's concept of entropy include realization information, Kullback-Leibler divergenc…
In this paper, we present a new approach to interpret deep learning models. By coupling mutual information with network science, we explore how information flows through feedforward networks. We show that efficiently approximating mutual information allows us to create an information measure that quantifies how much in…
Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of information accessible at low costs. Nowadays we are living in the era of big data a…
In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically short. Hence, viewed as a tradable asset, information shares the characteristics…