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.
Characterizes values at infinity for real polynomial maps with 2D fibers.
Let g:X -> Y be a smooth (i.e. C^\infty differentiable) map between two smooth manifolds. In analogy with the case of complex polynomial functions, we say that y_0 in Y is a typical value of g if there exists an open neighbourhood U of y_0 in Y, such that the restriction g:g^{-1}(U) -> U is a C^\infty trivial fibration…
While facial biometrics has been widely used for identification purpose, it has recently been researched as medical biometrics for a range of diseases. In this chapter, we investigate the facial landmark detection for atypical 3D facial modelling in facial palsy cases, while potentially such modelling can assist the me…
The following numerical control over the topological equivalence is proved: two complex polynomials in variables and with isolated singularities are topologically equivalent if one deforms into the other by a continuous family of polynomial functions with isolated sin…
New insights into neural networks reveal unexpected phase transitions.
Developing an explainable outlier detection method for interval-valued data using Shapley value-based approach.
This paper proposes a method to use deep neural networks as end-to-end open-set classifiers. It is based on intra-class data splitting. In open-set recognition, only samples from a limited number of known classes are available for training. During inference, an open-set classifier must reject samples from unknown class…
Investors in Bitcoin exhibit the disposition effect, selling winners and holding losers.
In this paper, the effectiveness and capability of convolutional neural networks have been studied in the classification of 8 skin diseases. Different pre-trained state-of-the-art architectures (DenseNet 201, ResNet 152, Inception v3, InceptionResNet v2) were used and applied on 10135 dermoscopy skin images in total (H…
New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.
Study large deviation in stationarized fully lifted blirp interpolation.
The article focuses on determining the predictive uncertainty of a model on the example of atrial fibrillation detection problem by a single-lead ECG signal. To this end, the model predicts parameters of the beta distribution over class probabilities instead of these probabilities themselves. It was shown that the desc…
Causal influence measures for machine learnt classifiers shed light on the reasons behind classification, and aid in identifying influential input features and revealing their biases. However, such analyses involve evaluating the classifier using datapoints that may be atypical of its training distribution. Standard me…
New Teichmüller geodesic rays found with unique foliations.
We propose an algorithm for detecting patterns exhibited by anomalous clusters in high dimensional discrete data. Unlike most anomaly detection (AD) methods, which detect individual anomalies, our proposed method detects groups (clusters) of anomalies; i.e. sets of points which collectively exhibit abnormal patterns. I…
Develops methods to calculate global index of real polynomials.
Research predicts XRP price anomalies using graph topologies.
In many situations where the interest lies in identifying clusters one might expect that not all available variables carry information about these groups. Furthermore, data quality (e.g. outliers or missing entries) might present a serious and sometimes hard-to-assess problem for large and complex datasets. In this pap…
We propose a novel neural network embedding approach to model power transmission grids, in which high voltage lines are disconnected and reconnected with one-another from time to time, either accidentally or willfully. We call our architeture LEAP net, for Latent Encoding of Atypical Perturbation. Our method implements…
New experiments show deep networks benefit from memorizing rare data points.
We present a neural network (NN) approach to fit and predict implied volatility surfaces (IVSs). Atypically to standard NN applications, financial industry practitioners use such models equally to replicate market prices and to value other financial instruments. In other words, low training losses are as important as g…
This paper proposes a novel generic one-class feature learning method based on intra-class splitting. In one-class classification, feature learning is challenging, because only samples of one class are available during training. Hence, state-of-the-art methods require reference multi-class datasets to pretrain feature …
Robustly detects jumps in high-frequency CIR and CKLS models.
The paper models financial correlation matrices using permutation invariant Gaussian models and predicts market anomalies.
In this paper we perform a statistical analysis over the returns and relative prices of the CAC and the S\&P with the purpose of analyzing the intra-day seasonalities of single and cross-sectional stock dynamics. In order to do that, we characterized the dynamics of a stock (or a set of stocks) by the evolut…
This paper introduces a generic method which enables to use conventional deep neural networks as end-to-end one-class classifiers. The method is based on splitting given data from one class into two subsets. In one-class classification, only samples of one normal class are available for training. During inference, a cl…
Novel anti-grokking phase discovered in neural networks, revealed by HTSR layer quality metric.
This paper introduces online algorithms to estimate robust geometric median in large data streams.
Infants with a variety of complications at or before birth are classified as being at risk for developmental delays (AR). As they grow older, they are followed by healthcare providers in an effort to discern whether they are on a typical or impaired developmental trajectory. Often, it is difficult to make an accurate d…
Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a high-dimensional Bayesian posterior with a simpler variational distribution by solv…
Autism Spectrum Disorders (ASDs) are often associated with specific atypical postural or motor behaviors, of which Stereotypical Motor Movements (SMMs) have a specific visibility. While the identification and the quantification of SMM patterns remain complex, its automation would provide support to accurate tuning of t…
Extends DRFGP to make GPs more robust and adaptive for dynamic, noisy data.
Deep neural network pruning and quantization techniques have demonstrated it is possible to achieve high levels of compression with surprisingly little degradation to test set accuracy. However, this measure of performance conceals significant differences in how different classes and images are impacted by model compre…
Advances in sensor technology have enabled the collection of large-scale datasets. Such datasets can be extremely noisy and often contain a significant amount of outliers that result from sensor malfunction or human operation faults. In order to utilize such data for real-world applications, it is critical to detect ou…
Short-term demand forecasting models commonly combine convolutional and recurrent layers to extract complex spatiotemporal patterns in data. Long-term histories are also used to consider periodicity and seasonality patterns as time series data. In this study, we propose an efficient architecture, Temporal-Guided Networ…
SCoreBO improves Bayesian optimization by learning hyperparameters and self-correcting.
Framework controls uncertainty in LLMs without labels or probabilities.
We consider two active binary-classification problems with atypical objectives. In the first, active search, our goal is to actively uncover as many members of a given class as possible. In the second, active surveying, our goal is to actively query points to ultimately predict the proportion of a given class. Numerous…
Smile-GANs clusters brain MRI scans to reveal disease subtypes and progression.
Malignant Pleural Mesothelioma (MPM) or malignant mesothelioma (MM) is an atypical, aggressive tumor that matures into cancer in the pleura, a stratum of tissue bordering the lungs. Diagnosis of MPM is difficult and it accounts for about seventy-five percent of all mesothelioma diagnosed yearly in the United States of …
Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with many explanatory variables. The robust boosting algorithm is based on a two-stag…
This study improves UAV identification using RF signals with one-shot generative methods.
Imaging genetic research has essentially focused on discovering unique and co-association effects, but typically ignoring to identify outliers or atypical objects in genetic as well as non-genetics variables. Identifying significant outliers is an essential and challenging issue for imaging genetics and multiple source…
New method improves statistical interpolation for analyzing complex random structures.
Data structure affects deep learning performance, study finds.
A new method detects distribution shifts faster than existing CTMs.
Meta Additive Model learns auto-weighting for robust sparse learning.
Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups). Distributionally robust optimization (DRO) allows us to learn models that instead minimize…