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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

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62123185246 · Jun 202019922001200920172026
48 results for attention sharing

Quaternion self-attention reduces computational cost and improves performance.

problem Existing quaternion self-attention increases computational cost and diverges attention distributions.
method Proposes a shared-score quaternion self-attention mechanism.
result Reduces score-computation multiplications by 75% and softmax operations from four to one.

This work proposes a collaborative multi-head attention layer to reduce model size without sacrificing accuracy.

problem Over-parameterization in transformer models trained with large datasets.
method Proposes a collaborative multi-head attention layer that shares key/query projections.
result Reduction in model size by 4 for same accuracy and speed.

Reinforcement learning in multi-agent scenarios is important for real-world applications but presents challenges beyond those seen in single-agent settings. We present an actor-critic algorithm that trains decentralized policies in multi-agent settings, using centrally computed critics that share an attention mechanism…

2018-10-05abs ↗pdf ↗

Bayesian interpretations of neural network have a long history, dating back to early work in the 1990's and have recently regained attention because of their desirable properties like uncertainty estimation, model robustness and regularisation. We want to discuss here the application of Bayesian models to knowledge sha…

2019-12-02abs ↗pdf ↗

Introduces Causal Energy Minimization to understand Transformer layers.

problem Empirical parameterization of Transformer blocks remains largely unexplored.
method Causal Energy Minimization framework that recasts Transformer layers as optimization steps on conditional energy functions.
result Identifies design space for Transformer layers including weight sharing and energy-based interpretations.

With the success of deep neural networks, Neural Architecture Search (NAS) as a way of automatic model design has attracted wide attention. As training every child model from scratch is very time-consuming, recent works leverage weight-sharing to speed up the model evaluation procedure. These approaches greatly reduce …

2020-01-06abs ↗pdf ↗

Paper proposes deep learning model for dynamic stock repurchase forecasting.

problem Complex temporal dependencies in corporate financial conditions.
method Hybrid Temporal Convolutional Network (TCN) and Attention-based LSTM.
result Model significantly outperforms static baselines in stock repurchase forecasting.

In a Markovian stochastic volatility model, we consider financial agents whose investment criteria are modelled by forward exponential performance processes. The problem of contingent claim indifference valuation is first addressed and a number of properties are proved and discussed. Special attention is given to the c…

2011-09-18abs ↗pdf ↗

Recommender systems (RS), which have been an essential part in a wide range of applications, can be formulated as a matrix completion (MC) problem. To boost the performance of MC, matrix completion with side information, called inductive matrix completion (IMC), was further proposed. In real applications, the factorize…

2019-05-27abs ↗pdf ↗

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies, its ability to pay different degree of attention on sub-window feature within mu…

2018-11-09abs ↗pdf ↗

InGRA models for efficient Granger causality learning in multivariate time series.

problem Efficiently modeling Granger causality in large-scale multivariate time series data.
method Inductive GRanger causal modeling (InGRA) framework with prototypical Granger causal attention.
result InGRA detects common causal structures and infers Granger causal structures for new individuals.

This paper improves transportation efficiency by teaching automated vehicles to cooperate.

problem Improving efficiency and safety of transportation systems with automated vehicles.
method Multi-agent graph reinforcement learning with attention mechanism.
result Automated vehicles can achieve better performance when learning to cooperate with each other.

Sharing knowledge between tasks is vital for efficient learning in a multi-task setting. However, most research so far has focused on the easier case where knowledge transfer is not harmful, i.e., where knowledge from one task cannot negatively impact the performance on another task. In contrast, we present an approach…

2019-07-05abs ↗pdf ↗

Study compares deep learning models for traffic forecasting, highlighting graph elements' impact.

problem Challenges in forecasting spatial-temporal traffic patterns.
method In-depth comparative study of four deep neural network models with different basic elements.
result Graph attention improves long-term predictions in traffic forecasting models.

DAGR improves navigation by refining goal representations conditioned on the current state.

problem Goal-conditioned reinforcement learning lacks state awareness, leading to inefficient policy recovery.
method DAGR refines static goal embeddings into state-conditioned ones using gated cross-attention with a state-goal discrepancy map.
result DAGR improves navigation tasks on OGBench, matching or outperforming base methods.

Sensors are an integral part of modern Internet of Things (IoT) applications. There is a critical need for the analysis of heterogeneous multivariate temporal data obtained from the individual sensors of these systems. In this paper we particularly focus on the problem of the scarce amount of training data available pe…

2019-05-13abs ↗pdf ↗

A new method for efficient neural network fine-tuning using queryable low-rank update atoms.

problem Rigidity of static low-rank adaptation methods when input and depth-wise computation vary.
method A shared queryable memory of low-rank update atoms, allowing dynamic and context-sensitive adaptation.
result Improves final test performance and training stability compared to standard low-rank adaptation.

The use of automatic methods, often referred to as Neural Architecture Search (NAS), in designing neural network architectures has recently drawn considerable attention. In this work, we present an efficient NAS approach, named HM- NAS, that generalizes existing weight sharing based NAS approaches. Existing weight shar…

2019-08-31abs ↗pdf ↗

We present a memory augmented neural network for natural language understanding: Neural Semantic Encoders. NSE is equipped with a novel memory update rule and has a variable sized encoding memory that evolves over time and maintains the understanding of input sequences through read}, compose and write operations. NSE c…

2016-07-14abs ↗pdf ↗

Proposes MANE for multi-view network embedding, improving node representations.

problem Learning low-dimensional representations from multiple views of networks.
method MANE combines diversity and collaboration, including second-order collaboration, and attention-based extension MANE+.
result MANE+ outperforms state-of-the-art approaches on real-world multi-view networks.

Enhanced deep learning model predicts stock price movement using LOB data.

problem Challenges in predicting stock price movement from high-dimensional, volatile LOB data.
method Siamese architecture with multi-head attention and LSTM modules.
result Significant improvement in stock price prediction performance over strong baselines.

Federated learning interprets temporal dynamics across clients with graph attention.

problem Interpreting temporal patterns across decentralized, heterogeneous systems with nonlinear dynamics.
method Graph Attention Network for learning state transition models over latent states communicated between clients.
result First interpretable characterization of cross-client temporal interdependencies in decentralized nonlinear systems.

This study examines the execution phase of corporate share buy-backs, highlighting inefficiencies and costs.

problem Lack of research on share buy-back execution practices and associated costs.
method Comparative analysis of execution practices and fees charged to corporations and investors.
result Uncovered inefficiencies and frictional costs in share buy-back executions, advocating for transparency and fairness.

EWS-GCN improves credit scoring by analyzing money transfer connections.

problem Improving credit scoring in transactional banking data.
method Edge Weight-Shared Graph Convolutional Network (EWS-GCN) combining graph and recurrent neural networks.
result EWS-GCN outperforms state-of-the-art models in credit scoring.